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A portfolio is invested 40 percent in stock A, 30 percent in stock B, and 30 percent in stock C. What is the expected return
A portfolio is invested 40 percent in stock A, 30 percent in stock B, and 30 percent in stock C. What is the expected return and standard deviation of this portfolio? State of Probability of Rate of Return if State Occurs Economy State of Economy Stock A Stock B Stock C Boom .10 .05 .16 .23 Normal .70 .08 .09 .11 Recession .20 .15 -.03 -.25
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Financial Analysts Indispensable Pocket Guide
Authors: Ram Ramesh
1st Edition
0071361561, 978-0071361569
