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please post it as WORD with equation .65 11. Consider the following information State of Probability of State of Stock A Stock B Stock C

please post it as WORD with equation image text in transcribed
.65 11. Consider the following information State of Probability of State of Stock A Stock B Stock C Economy Economy Rate of Return Rate of Return Rate of Return Boom .14 .18 .26 Bust .02 -02 a) What is the expected return and variance of an equally weighted portfolio of these three stocks? b) What is the expected return and variance of a portfolio invested 25 percent in A and B, and 50 percent in C? .35 .08

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