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[15 pts] Assets A and asset B have the following expected returns under two economic scenarios: Assume you create a portfolio of assets A and

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[15 pts] Assets A and asset B have the following expected returns under two economic scenarios: Assume you create a portfolio of assets A and B with equal weights. a. Calculate the expected return of the portfolio under the RECESSION scenario. b. Calculate the expected return of the portfolio under the BOOM scenario. c. Calculate the expected return of the portfolio

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