education, Problems & Excel Simulations - Chapter 11 Saved Help Save & Exit Submi Check my work 10 10 points Consider the following information on a portfolio of three stocks: State of Probability of State of Stock A Stock B Economy Stock C Economy Rate of Return Rate of Return Rate of Return Boom 14 .47 Normal 52 13 25 23 Bust 19 - 24 - 38 05 35 Book 34 H Print References a. 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? (Do not round intermediate calculations. Round your variance answer to 5 decimal places, eg.. 32.16161. Enter your other answers as a percent rounded to 2 decimal places, e.9., 32.16.) b. If the expected T-bill rate is 4.4 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e... 32.16.) % a. Expected retum Variance Standard deviation b. Expected risk premium