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Consider the following information about three stocks State of Economy Boom Nornal Bust Probability of State of Economy 0.26 0.45 Rate of the state occurs
Consider the following information about three stocks State of Economy Boom Nornal Bust Probability of State of Economy 0.26 0.45 Rate of the state occurs Stock A Stock Stock 0.28 0.32 0.54 0.16 0.14 -0.34 0.42 0.18 1. If your portfolio is invested 40% each in A and B and 20% in c. what is the portfolio expected return? (Do not round intermediate calculations. Enter the answer as a percent rounded to 2 decimal places Portfolio expected retum a-2. What is the variance? (Do not round intermediate calculations. Round the final answer to 8 decimal places.) Variance .-3. What is the standard deviation? (Do not round intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Standard deviation b. If the expected T-bil rate is 400%, what is the expected risk premium on the portfolio? (Do not round Intermediate calculations Enter the answer as a percent rounded to 2 decimal places.) Expected risk premium anything n M 01 3. What the standard ? (Do not und intermediate triculation Enter the answer as a percent rounded to 2 decimal places.) Standard deviation ID DO . If the expected Tote 400, what is the expected rak premium ante portfolio Do not und intermediate calculations Enter the answer as a percent rounded to decimal places) Expected to pre 1. If the expected inflation rate is 2.00%, what are the approximate and exakt expected real return on the portiollo (Do not round intermediate calculations. Enter the newers as a percent rounded to 2 decimal places) primate reteral relu Exact este real c-2. What are the aparate and exact expected realkrems on the portfolio De not round Intermedinte calculations Enter the percent rounded to 2 decimal places Durchtrating
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