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 .19 .354 .454 .334 Good .41 .124 .104 .174 Poor .31 .014 .024 .054 Bust .09 .114 .254 .094 Your portfolio is invested 28 percent each in A and C and 44 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio? What is the standard deviation of this portfolio?

Consider the following information: a. Your portfolio is invested 28 percent each in A and C and 44 percent in B. What is the expected return of the portfolio