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Given the following information, calculate the expected return and standard deviation for a portfolio that has 37 percent invested in Stock A, 34 percent in
Given the following information, calculate the expected return and standard deviation for a portfolio that has 37 percent invested in Stock A, 34 percent in Stock B, and the balance in Stock C. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) |
Returns | |||||||||
State of | Probability of | ||||||||
Economy | State of Economy | Stock A | Stock B | Stock C | |||||
Boom | .50 | 8 | % | 21 | % | 24 | % | ||
Bust | .50 | 11 | 0 |
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