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Problem 11-25 Portfolio Returns and Deviations [LO 2] Consider the following information on a portfolio of three stocks: Probability of State of Economy Stock C Rate of Return State of Economy Boom Normal Bust Stock A Rate of Return .06 .14 15 Stock B Rate of Return 36 .16 -15 .56 51 34 20 .24 - 39 Required: (a) If your portfolio is invested 44 percent each in A and B and 12 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 (e.g., 32.16161) and input your other answers as a percentage rounded to 2 decimal places (e.g., 32.16).) Expected return Variance Standard deviation (b) If the expected T-bill rate is 3.95 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (e.g., 32.16).) Expected risk premium olo