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Expected Return Expected Return Expected Return Probability A B C Best state 0.25 40% 25% 15% Good state 0.25 30% 20% 12% Normal state 0.25
Expected Return | Expected Return | Expected Return | ||
Probability | A | B | C | |
Best state | 0.25 | 40% | 25% | 15% |
Good state | 0.25 | 30% | 20% | 12% |
Normal state | 0.25 | 20% | 15% | 9% |
Poor state | 0.25 | 10% | 10% | 6% |
beta | - | 1.8 | 1.1 | 0.7 |
Complete the following table.
A | B | C | |
Expected average return (e.g., 10.00%) | % | % | % |
Standard deviation (e.g., 10.00%) | % | % | % |
If a portfolio consists of A, B, and C is structured as follows, complete the table.
A | B | C | |
Portfolio weight | 0.20 | 0.30 | 0.50 |
Portfolio | |
Expected average return (e.g., 10.00%) | % |
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