Question
Consider the following information: State Probability Stock A Stock B Stock C Boom 0.32 -0.03 0.29 -0.05 Bust 0.68 0.04 0.11 0.27 What is the
Consider the following information:
State Probability Stock A Stock B Stock C
Boom 0.32 -0.03 0.29 -0.05
Bust 0.68 0.04 0.11 0.27
What is the expected return of a portfolio that has invested $13,125 in Stock A, $13,169 in Stock B, and $16,087 in Stock C? (Hint: calculate weights of each stock first). Enter the answer with 4 decimals (e.g. 0.1234).
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee, W.H.C. Bassetti
8th Edition
0814406807, 978-0814406809
