Consider the following information: Rate of Return if State Occurs Probability of State of Economy .15 .45 .30 .10 State

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Consider The Following Information Rate Of Return If State Occurs Probability Of State Of Economy 15 45 30 10 State 1 (62.02 KiB) Viewed 33 times

Consider the following information: Rate of Return if State Occurs Probability of State of Economy .15 .45 .30 .10 State of Economy Boom Good Poor Bust Stock A .35 16 -.01 -10 Stock B .40 .17 -.03 - 12 Stock C .28 .09 .01 -.09 . a. Your portfolio is invested 30 percent each in A and C. and 40 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 10.02% 0.03810 19.52%