120 Version A.docx Bert Layout References Review View Help Tell me what you want to do mes New Ro. 12 AA BIU Q4 (25 marks) E- a) Consider the following information Rate of Return if State Occurs State of Economy Probability of State ofEconomy Stock A Stock B Stock C Boom 0.65 0.07 Bust 0.35 0.13 0.15 0.03 0.33 -0.06 a. What is the expected return on an equally weighted portfolio of these three stocks? b. What is the variance of a portfolio invested 20% each in A and B and 60% in C? 100% + 1214 ** ENG Give Feedback to Mic 934 PM 2020-12-16 2 ( 6 B 3 01/4