es Consider the following information: Rate of Return if State Occurs Probability of State- State of Economy of Economy
Posted: Sun Jun 05, 2022 10:03 am
es Consider the following information: Rate of Return if State Occurs Probability of State- State of Economy of Economy Stock A Stock B Stock C Boom .56 .06 .14 .34 Bust 44 .15 .05 -.04 a. What is the expected return on an equally weighted portfolio of these three stocks? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the variance of a portfolio invested 22 percent each in A and B and 56 percent in C? (Do not round intermediate calculations and round your answer to 6 decimal places, e.g., .161616.) a. Expected return % b. Variance