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Question 5 1 pts Consider the following information on Stocks A, B, C and their returns (in decimals) in each state: State Boom Good Poor
Question 5 1 pts Consider the following information on Stocks A, B, C and their returns (in decimals) in each state: State Boom Good Poor Bust Prob. of State 20% 45% 25% 10% 0.29 0.13 0.02 0.08 0.22 0.11 0.02 0.02 0.2 0.08 0.03 0.01 If your portfolio is invested 25% in A, 40% in B, and 35% in C, what is the standard deviation of the portfolio in percent? Answer to two decimals, carry intermediate calcs. to at least four decimals
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