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

Consider the following information:
State of Economy Probability of State of Economy Rate of Return if State Occurs
Stock A Stock B Stock C
Boom .20.361.461.341
Good .40.131.111.181
Poor .30.021.031.067
Bust .10.121.261.101
Your portfolio is invested 31 percent each in A and C and 38 percent in B. What is the expected return of the portfolio?
Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g.,32.16.
What is the variance of this portfolio?
Note: Do not round intermediate calculations and round your answer to 5 decimal places, e.g.,.16161.
What is the standard deviation of this portfolio?
Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g.,32.16.

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