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Please calculate the standard deviation and expected return of the equally-weighted portfolio. Investment Asset states probabilites Asset A Asset B Asset C boom 10% 5%
Please calculate the standard deviation and expected return of the equally-weighted portfolio.
Investment Asset | ||||
states | probabilites | Asset A | Asset B | Asset C |
boom | 10% | 5% | 5% | -5% |
steady | 15% | 4% | 5% | 1% |
bust | 25% | 2% | 0% | 9% |
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