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 A Rate of Retum State of Economy Boom Normal Bust Stock B Rate of Return .36 Stock C Rate of Return .11 .14 .51 .51 29 .35 .19 .20 -20 -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 4.2 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