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Assume that there are two risky assets A and B, whose returns depend on the state of the economy according to the following table: State

Assume that there are two risky assets A and B, whose returns depend on the state of the economy according to the following table:
State
probability
Return of A (in %) 
Return of B (in %)
State X p=o,2 4% 10%
State Y p=0,7 5% 0%
State Z p=0,1 7% -5%

C- calculate the expected return for a portfolio consisting of 30% asset A and 70% asset b

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