Problem 11-25 Portfolio Returns and Deviations ILO 1,2 Consider the following information on a portfolio of three stocks Stock C 58 - 37 Probability of Stock A Rate of State of Stock B Retum Rate of RetunRate of Return 04 12 18 of Economy 13 53 34 Bust 13 a. If your portolio is invested 36 percent each in A and 8 and 20 percent in C. what is the portfollo's expected returm, the vanance, and the standard deviation? (0o not round intermediate cald answers as a percent rounded to 2 decimal places,.0 32.16. Expected return Variance Standard deviation b. If the expected T-b rate is 3 85 percent, what is the expected risk prem um on the portfo o? Do not round intermediate eale ations and enter your answer as a percent reonora to Expected risk premium