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Consider the following information: Rate of Return if State Occurs State of Economy Probability of State of Economy Stock A Stock B Recession 0.20 0.05

Consider the following information:

Rate of Return if State Occurs
State of Economy Probability of State of Economy Stock A Stock B
Recession 0.20 0.05 -0.17
Normal 0.50 0.07 0.13
Boom 0.30 0.16 0.35

(a)Calculate the standard deviation for Stock A.

(b)Calculate the standard deviation for Stock B

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