A)

your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio?

B)

what is the variance of this portfolio?

C)

What is the standard deviation?

Consider the following information: Rate of Return if State Occ State of Economy Boom Good Poor Bust Probability of State of Economy 15 60 .20 .05 Stock A .31 16 Stock B 41 .12 -03-06 -.16 Stock C .21 .10 -04 -.08 Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? 112 FS