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Assume the probability of a pessimistic, most likely and optimistic state of nature is .25, .55 and .20, and the returns associated with those states

Assume the probability of a pessimistic, most likely and optimistic state of nature is .25, .55 and .20, and the returns associated with those states of nature are 5%, 10%, and 13% for asset Y. Based on this information, the expected return, standard deviation, and coefficient of variation for asset Y are: A) 10.50%, 2.96% and 0.395 respectively B) 10.35%, 2.86% and 0.345 respectively C) 9.35%, 7.63% and 0.816 respectively D) 9.35%, 2.76% and 0.295 respectively

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