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Portfolio Returns and Volatilities (LO2, CFA5) Given the following information, calculate the expected return and standard deviation for a portfolio that has 35 percent invested

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Portfolio Returns and Volatilities (LO2, CFA5) Given the following information, calculate the expected return and standard deviation for a portfolio that has 35 percent invested in stock A, 45 percent in stock B, and the balance in stock C. Returns State of Economy Probability of State of Economy Stock A Stock B Stock C Boom .40 15% 18% 20% Bust .60 10 0 -10

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