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Given the following information, what is the variance of the returns on a portfolio that is invested 40 percent in both Stocks A and B,

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Given the following information, what is the variance of the returns on a portfolio that is invested 40 percent in both Stocks A and B, and 20 percent in Stock C? Rate of Return if State Occurs: State of Economy Boom Normal Probability of Stock A Stock BStock C State Occurring 15.8 10.6 21.2 10.4 .08 9.4 .92 6.8 O 000602 O 001490 .000513 0 .000205 001143

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