Question
Consider the following information: State Probability Stock A Stock B Stock C Boom 0,25 0,20 0,30 0,40 Good 0,35 0,10 0,12 0,02 Poor 0,35 0,05
Consider the following information:
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| State | Probability | Stock A | Stock B | Stock C |
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| Boom | 0,25 | 0,20 | 0,30 | 0,40 |
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| Good | 0,35 | 0,10 | 0,12 | 0,02 |
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| Poor | 0,35 | 0,05 | 0,00 | (0,05) |
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| Bust | 0,05 | (0,05) | 0,02 | 0,03 |
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| weights | 0,34 | 0,36 | 0,30 |
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What is the expected return of the portfolio?
What is the variance of the portfolio?
What is the standard deviation?
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The Private Equity Edge How Private Equity Players And The Worlds Top Companies Build Value And Wealth
Authors: Arthur B. Laffer,William J. Hass, Shepherd G. Pryor
1st Edition
0071590781,0071642927
