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Consider the following information on returns and probabilities: Invest 100% of your money in Asset A and 0% in Asset B. State Probability B Boom

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Consider the following information on returns and probabilities: Invest 100% of your money in Asset A and 0% in Asset B. State Probability B Boom 25 12% 4% Bust .75 6% 18% what is the standard deviation of the return on Stock A in %? a. 1.7 b. 2.6 C. 3.9 d. 4.6 e. 5.5 f. 6.9 8. 7.5 h. 9.0 i. 8.2 O j. 11

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