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Consider the following information on a portfolio of three stocks: State of Economy Probability of State of Economy Stock A Rate of Return Stock B
Consider the following information on a portfolio of three stocks: |
State of Economy | Probability of State of Economy | Stock A Rate of Return | Stock B Rate of Return | Stock C Rate of Return |
Boom | .14 | .11 | .36 | .51 |
Normal | .51 | .19 | .21 | .29 |
Bust | .35 | .20 |
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