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Consider the following information on two stocks: P ( State ) Stock A Stock B Boom 2 0 % 3 0 % 2 0 %
Consider the following information on two stocks:
PState Stock A Stock B
Boom
Normal
Slow
Recession
$Investment Beta
Asset A $
Asset B $
Q Calculate the weight of A in the portfolio. Enter percentages as decimals and round to decimals
Q Calculate the expected return on the portfolio. Enter percentages as decimals and round to decimals
Q Calculate the standard deviation of the portfolio. Enter percentages as decimals and round to decimals
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