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Consider the following information about GB&T and ABC Stock Scenario Probability GB&T Return ABC Return Poor 20% -10% 2% Not Bad 30% 0% 8% Normal
Consider the following information about GB&T and ABC Stock
| Scenario | Probability | GB&T Return | ABC Return |
| Poor | 20% | -10% | 2% |
| Not Bad | 30% | 0% | 8% |
| Normal | 30% | 8% | 5% |
| Great | 20% | 25% | 12% |
What is the standard deviation of the returns for a portfolio of 35% in GB&T and the rest in ABC?
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N Hyman
10th Edition
053875446X, 978-0538754460
