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probablilty not give Portfolio Return 1. Consider the following information. State of Economy Security A Security B Boom 12% 10% Normal 7% 9% Recession -4%
probablilty not give
Portfolio Return 1. Consider the following information. State of Economy Security A Security B Boom 12% 10% Normal 7% 9% Recession -4% -1% a) You allocate 40% in security A and 60% in security B to create a portfolio. What is the expected return of the portfolio? (10 points) b) What is the standard deviation of the portfolio? (10 points) Step by Step Solution
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