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Intro The table below shows the expected rates of return for three stocks and their weights in some portfolio: Stock A Stock C 0.5 0.3
Intro The table below shows the expected rates of return for three stocks and their weights in some portfolio: Stock A Stock C 0.5 0.3 Portfolio weights Probability 0.1 Stock B 0.2 Expected returns 0.04 -0.03 State Recession Normal Boom 0.5 0.03 0.06 0.11 0.08 0.04 0.4 0.1 0.12 IB Attempt 1/99 for 10 pts. Part 1 What is the expected portfolio return? 3+ decimals 10- Attempt 1/99 for 10 pts. Part 2 What is the standard deviation of the portfolio returns? 4+ decimals Submit
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