Options:

4.00

5.56

6.06

6.83

7.42

You have a portfolio which is comprised of 40 percent of stock A and 60 percent of stock B. What is the portfolio standard deviation? State of the Economy Boom Normal Recession E (R) A E(R) E Probability 40% 60% 0.10 0.75 0.15 20.00 14.00 11.00 9.00 (20.00) (5.00)