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Consider the following information: Rate of Return If State Occurs State of Probability of Economy State of Economy Stock A Stock B Stock C Boom

Consider the following information:

Rate of Return If State Occurs
State of Probability of
Economy State of Economy Stock A Stock B Stock C
Boom .17 .364 .464 .344
Good .43 .134 .114 .184
Poor .33 .024 .034 .089
Bust .07 .124 .264 .104
Requirement 1:

Your portfolio is invested 28 percent each in A and C and 44 percent in B. What is the expected return of the portfolio?(Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimalplaces(e.g., 32.16).)

Expected return of the portfolio %
Requirement 2:
(a)

What is the variance of this portfolio?(Do not roundintermediate calculations.Round your answer to 5 decimal places(e.g., 32.16161).)

Variance of the portfolio
(b)

What is the standard deviation of this portfolio?(Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimalplaces(e.g., 32.16).)

Standard deviation

%

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