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Consider the following information: State of Economy Boom Good Poor Bust Rate of Return if State Occurs Probability of State of Economy Stock A Stock

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Consider the following information: State of Economy Boom Good Poor Bust Rate of Return if State Occurs Probability of State of Economy Stock A Stock B Stock C .15 .36 .46 .26 45 .21 .17 .10 .35 -03 -.06 -.04 .05 -17 -21 -.07 Your portfolio is invested 22 percent each in A and C, and 56 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio? What is the standard deviation

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