value: 1. 2.00 points Problem 11-25 Portfolio Returns and Deviations [LO 2] Consider the following information on a portfolio of three stocks: Stock C Rate of Return Stock B Rate of Return Probability of State of Economy Stock A Rate of Return 1.51 State of Economy Boom 36 29 -14 -39 Normal Bust .35 20 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 calculation Round your variance answer to 5 decimal places (e.g., 32.16161) and input your other answe as a percentage rounded to 2 decimal places (e.g., 32.16).) % Expected return Variance Standard deviation 12.86 .00226 4.76 (b) If the expected T-bill rate is 4.2 percent, what is the expected risk premium on the portfolio? (Do ne round intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (0.g., 32.16).) Expected risk premium 8.66 %