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estion 8 Consider the following portfolio details: Stock returns 30% 2096 2598 Stock A Stock B Stock D Ownership percentage State Good Normal Bad Probability

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estion 8 Consider the following portfolio details: Stock returns 30% 2096 2598 Stock A Stock B Stock D Ownership percentage State Good Normal Bad Probability 0.4 0.5 0.1 0.90 0.10 0.10 0.60 0.10 0.20 25% Stock C 0.80 0.40 -0.20 0.90 0.20 -0.20 Calculate expected return and standard deviation of this portfolio: Expected return = Standard deviation = Answer in 4 decimal places

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