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Problem 13 Intro The table below shows the expected rates of return for three stocks and their weights in some portfolio: Stock A Stock B
Problem 13 Intro The table below shows the expected rates of return for three stocks and their weights in some portfolio: Stock A Stock B Stock C 0.3 0.2 0.5 Portfolio weights Probability State Expected returns Recession 0.1 0.02 0.03 -0.05 Normal 0.5 0.05 0.07 0.02 Boom 0.4 0.1 0.09 0.1 Part 2 Attempt 1/5 for 2 pts. What is the standard deviation of the portfolio returns? 4+ decimals Submit
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