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Given the following information, the expected return on a portfolio composed of 70% of Abel Co and 30% of Zorro Ltd is closest to: Scenario
Given the following information, the expected return on a portfolio composed of 70% of Abel Co and 30% of Zorro Ltd is closest to:
| Scenario | Probability | Abel | Zorro |
| Rapid Expansion | 25% | 16.00% | 3.00% |
| Moderate Expansion | 40% | 9.10% | 6.00% |
| Recession | 35% | -4.70% | 12.180% |
| A. | 6.95%. | |
| B. | 6.43%. | |
| C. | 6.89%. |
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Modern Financial Markets Prices, Yields, And Risk Analysis
Authors: Mark Griffiths, Drew Winters, David W Blackwell
1st Edition
0470000104, 9780470000106
