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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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