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Consider the following scenario analysis: Scenario Probability Recession Normal economy Boom 0.3 0.6 0.1 Rate of Return
Posted: Fri Jul 01, 2022 7:48 am
by answerhappygod
- Consider The Following Scenario Analysis Scenario Probability Recession Normal Economy Boom 0 3 0 6 0 1 Rate Of Return 1 (32.75 KiB) Viewed 29 times
Consider the following scenario analysis: Scenario Probability Recession Normal economy Boom 0.3 0.6 0.1 Rate of Return (Stocks) -6% 15% 24% Rate of Return (Bonds) 14% 8% 5% Assume a portfolio with weights of 0.60 in stocks and 0.40 in bonds. What is the standard deviation of the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.)