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. Consider the following information: a. Your portfolio is invested 15 percent in A, 10 percent in B, 40 percent in C and 35 percent

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. Consider the following information: a. Your portfolio is invested 15 percent in A, 10 percent in B, 40 percent in C and 35 percent in D. What is the expected return of the portfolio? b. What is the variance and the standard deviation of this portfolio? State of Econ. Probability Boom 0,30 Recession 0,70 0,23 -0,14 Returns B 0,18 0,25 -0,04 -0,09 D -0,04 0,08

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