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I have the variance correctly as 0.01378 but the expected return (0.1051) and standard dev(0.117384369) are wrong. Thanks for your help Consider the following information
I have the variance correctly as 0.01378 but the expected return (0.1051) and standard dev(0.117384369) are wrong. Thanks for your help
Consider the following information Rate of Return if State Occurs State of Probability of State of Economy Economy Stock A Stock B Stock C Boom 10 35 16 27 40 Good 60 17 08 Poor 25 01 -03 04 Bust 05 12 18 -09 Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) aStep by Step Solution
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