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please only solve b (variation part) Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock A
please only solve b (variation part)
Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock A Stock B Stock C Economy Boom .15 .36 .46 .26 Good .45 .21 .17 .10 Poor .35 -.03 -.06 -.04 Bust .05 -.17 -.21 -.07 a. Your portfolio is invested 22 percent each in A and C, and 56 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.)Step by Step Solution
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