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Consider the following information: Rate of Return If State Occurs Probability of State of Economy Stock B State of Economy Boom Good Poor Bust Stock

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Consider the following information: Rate of Return If State Occurs Probability of State of Economy Stock B State of Economy Boom Good Poor Bust Stock A .33 .15 Stock C 1.23 .12 .18 .14 .55 .25 -.06 .05 Your portfolio is invested 26 percent each in A and C, and 48 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return b-1. Variance b-2. Standard deviation

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