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Consider the following information: Rate of Return if State Occurs State of Economy Recession Normal Boom Probability of State of Economy 0.20 0.60 0.20 Stock
Consider the following information: Rate of Return if State Occurs State of Economy Recession Normal Boom Probability of State of Economy 0.20 0.60 0.20 Stock A 0.06 0.08 0.12 Stock B -0.18 0.15 0.35 Calculate the standard deviation for Stock B given the expected return is 12.400%. (Do not round your intermediate calculations.)
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