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Problem 11-11 Portfolio Returns and Volatilities (LO2, CFAS) Given the following information, calculate the expected return and standard deviation for a portfolio that has 35
Problem 11-11 Portfolio Returns and Volatilities (LO2, CFAS) Given the following information, calculate the expected return and standard deviation for a portfolio that has 35 percent invested in Stock A, 38 percent in Stock B, and the balance in Stock C. (Do not round intermediate calculations. Enter your answers asa percent rounded to 2 decimal places.) Returns State of Economy Boom Bust Probability of State of Economy Stock A 12% 13 Stock B Stock C 21% 22% 9.50 0.50 Expected return Standard deviation
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