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Consider the following information: Rate of Return if State Occurs Probability of State- of Economy State of Economy Boo
Posted: Sun Jun 05, 2022 10:03 am
by answerhappygod
- Consider The Following Information Rate Of Return If State Occurs Probability Of State Of Economy State Of Economy Boo 1 (57.04 KiB) Viewed 32 times
- Consider The Following Information Rate Of Return If State Occurs Probability Of State Of Economy State Of Economy Boo 2 (57.04 KiB) Viewed 32 times
Consider the following information: Rate of Return if State Occurs Probability of State- of Economy State of Economy Boom Stock A Stock B Stock C 15 .38 .48 28 Good .45 .22 19 15 Poor .30 -.04 -.09 -.06 Bust .10 -.16 -.34 -.11 a. Your portfolio is invested 24 percent each in A and C, and 52 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 %