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Consider the following information: Rate of Return if State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy .15 .45 .30

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Consider the following information: Rate of Return if State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy .15 .45 .30 .10 Stock A 138 22 -.04 -16 Stock B .48 .19 -.09 - 34 Stock C .28 .15 -.06 -.11 Requirement 1: Your portfolio is invested 24 percent each in A and C, and 52 percent in B. What is the expected return of the portfolio? (Do not round your intermediate calculations.) (Click to select) Requirement 2: (a) What is the variance of this portfolio? (Do not round your intermediate calculations.) Click to select) (b) What is the standard deviation? (Do not round your intermediate calculations.) (Click to select)

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