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Portfolio returns volatilities ( LO2,CFA5) Given the following information, caluculate the expected return and stndard deviation for a profolio that has 35 percent invested in
Portfolio returns volatilities ( LO2,CFA5) Given the following information, caluculate the expected return and stndard deviation for a profolio that has 35 percent invested in Stock A, 45 percent in stock B and the balanc ein stock C
State of economy | Probability of state economy | Stock A | Returns Stock B | Stock C |
Boom | .40 | 15% | 18% | 20% |
Bust | .60 | 10% | 0 | -10 |
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