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3. AMAR company ltd. information is as follows: [CO2] 6.5 Situation Probability Rate of Return Stock Q Stock R Better 0.25 0.33 0.26 Good 0.45
3. AMAR company ltd. information is as follows: [CO2] 6.5 Situation Probability Rate of Return Stock Q Stock R Better 0.25 0.33 0.26 Good 0.45 0.25 -0.31 Worse 0.30 -0.12 0.23 Assume 49% in stock R and the rest of the in-stock Q, and the covariance between Q and R is 0.95. Calculate: (a) Portfolio Return (b) Portfolio Risk
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