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Consider the following information: Rate of Return if State Occurs Stock B Stock C Probability of State of Economy .15 4
Posted: Thu Apr 28, 2022 1:41 pm
by answerhappygod
- Consider The Following Information Rate Of Return If State Occurs Stock B Stock C Probability Of State Of Economy 15 4 1 (83.31 KiB) Viewed 24 times
Consider the following information: Rate of Return if State Occurs Stock B Stock C Probability of State of Economy .15 45 .40 State of Economy Boom Good Poor Bust 28 Stock A 35 .16 -.01 -.10 .30 .17 -.03 -.12 .09 .01 -.09 .10 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 %