If your portfolio is invested 36 percent each in A and B and 28 percent in C the portfolio expected return is percent (Do not include the percent

sign (%). Round your answer to 2 decimal places). The variance is (Round your answer to 4 decimal places. (e.g. 32.1616)) and standard

deviation is percent. (Do

not include the percent sign (%). Round your answer to 2 decimal places).

If the expected T-bill rate is 3.8 percent the expected risk premium on the portfolio is percent. (Do not include the percent sign (%). Round your answer to 2

decimal places.)

If the expected inflation rate is 3.6 percent the approximate and exact expected real returns on the portfolio are percent and percent respectively. The approximate and exact expected real risk premiums on the portfolio

are percent and percent respectively. (Do not include

the percent signs (%). Round your answers to 2 decimal places.