1. What is the expected return, standard deviation and variance of each stock?

2. If an investor invests 15% in A, 20% in B, 30% in C and the rest in D. What is the return of this portfolio in each economy state?

3. What is the expected return, standard deviation and variance of the portfolio?

\begin{tabular}{|c|c|c|c|c|c|} \hline \multirow{2}{*}{ State of Economy } & \multirow{2}{*}{ Probability of State } & \multicolumn{4}{|c|}{ Returns if State Occurs } \\ \cline { 3 - 6 } & & Stock A & Stock B & Stock C & Stock D \\ \hline Boom & 20% & 35% & 18% & 3% & 10% \\ \hline Normal & 50% & 5% & 7% & 3% & 5% \\ \hline Recession & 30% & 28% & 1% & 3% & 0% \\ \hline \end{tabular}