- Consider The Following Information Rate Of Return If State Occurs State Of Probability Of State Of Economy Stock A Stoc 1 (61.31 KiB) Viewed 13 times
Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock A Stoc
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Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock A Stoc
Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock A Stock B Economy Stock C Boom 10 .30 40 .20 Good .50 15 11 .09 Poor 35 -.02 -.05 -.03 Bust .05 -.10 -15 -.07 a. Your portfolio is invested 32 percent each in A and C, and 36 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a. Expected return % b-1. Variance b-2. Standard deviation %