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Consider the following information Rate of Return if State Occurs State of Probability of State of Economy Stock B 48 19 Stock A Stock C

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Consider the following information Rate of Return if State Occurs State of Probability of State of Economy Stock B 48 19 Stock A Stock C .28 12 Boom Good Poor Bust .50 .20 10 -05 -.19 -06 -,23 . Your portfolio is invested 22 percent each in A and C, and 56 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.) Expected return b-1 What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) bWh 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.) Standard deviation

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