Consider the following information on a portfolio of three stocks:

State of Economy Probability of State of Economy Stock A Rate of Return Stock B Rate of Return Stock C Rate of Return

Boom $\mathrm{.}13\mathrm{.}10\mathrm{.}35\mathrm{.}42$

Normal $\mathrm{.}52\mathrm{.}18\mathrm{.}30\mathrm{.}28$

Bust $\mathrm{.}35\mathrm{.}19\mathrm{.}29\mathrm{.}38$

If your portfolio is invested $42$ percent each in A and B and $16$ percent in C$,$ what is the portfolio$$s expected return, the variance, and the standard deviation?

Note: Do not round intermediate calculations. Round your variance answer to $5$ decimal places, e$.$g$.,\mathrm{.}16161.$ Enter your other answers as a percent rounded to $2$ decimal places, e$.$g$.,32\mathrm{.}16.$

If the expected T$-$bill rate is $4\mathrm{.}65$ percent, what is the expected risk premium on the portfolio?