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07 Consider the following information about three stocks 000 State of Economy Boon Normal Buat Probability of State of Economy 0.22 0.46 Rate of Return
07 Consider the following information about three stocks 000 State of Economy Boon Normal Buat Probability of State of Economy 0.22 0.46 Rate of Return it state decurs Stock Stock Stock e 0.30 0.42 0.58 0.23 0.21 0.19 0.01 -0.22 -0.50 a-1. If your portfolio is invested 25% each in A and B and 50% in C, what is the portfolio expected return? (Do not round Intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Portfolio expected return a 2. What is the variance? (Do not round intermediate calculations. Round the final answer to 8 decimal places.) Variance 23. What is the standard deviation? (Do not round intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Standard deviation b. If the expected T-bill rate is 4.50%, what is the expected risk premium on the portfolio? (Dorot round Intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Expected risk premium c-1. If the expected inflation rate is 2.50%, what are the approximate and exact expected real returns on the portfolio? (Do not round intermediate calculations. Enter the answers as a percent rounded to 2 decimal places.) Approximate expected real retien
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