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Consider the following information: Invest 50% of your money in Asset A State Probability A B Boom .4 30% -5% Bust .6 -10% 25% What
Consider the following information:
Invest 50% of your money in Asset A
State Probability A B
Boom .4 30% -5%
Bust .6 -10% 25%
What are the expected return and standard deviation for each asset?
What are the expected return and standard deviation for the portfolio?
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