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Please answer A,B,C,and D Homework: Problem Set 4 Score: 0 of 1 pt 8 of 13 (8 complete) HW Score: 46.15%, 6 of P8-21 (similar
Please answer A,B,C,and D
Homework: Problem Set 4 Score: 0 of 1 pt 8 of 13 (8 complete) HW Score: 46.15%, 6 of P8-21 (similar to) : Question Help Expected return and standard deviation. Use the following information to answer the questions: a. What is the expected return of each asset? b. What is the variance and the standard deviation of each asset? c. What is the expected return of a portfolio with 11% in asset J, 47% in asset K, and 42% in asset L? d. What is the portfolio's variance and standard deviation using the same asset weights from part (c)? Hint: Make sure to round all intermediate calculations to at least seven (7) decimal places. The input instructions, phrases in parenthesis after each answer box, on apply for the answers you will type a. What is the expected return of asset J? (Round to four decimal places.) i Data Table - X (Click on the following icon in order to copy its contents into a spreadsheet.) State of Economy Boom Growth Stagnant Recession Probability of State 0.28 0.37 0.23 0.12 Return on Asset J in State 0.065 0.065 0.065 0.065 Return on Asset Kin State 0.210 0.140 0.060 -0.100 Return on Asset Lin State 0.280 0.200 0.075 -0.210 Print Done Enter your answer in the answer bd 11 Pemaining U parts Clear All Check
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