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Question 5 Consider the following information on returns and probabilities: Invest 1/2 of your money in Asset A and 1/2 in Asset B. State Probability

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Question 5 Consider the following information on returns and probabilities: Invest 1/2 of your money in Asset A and 1/2 in Asset B. State Probability A Boom .25 1296 496 Bust .75 696 1896 what is the standard deviation of the return on the portfolio? a. 1.7 O b. 2.9 C. 3.9 d. 4.6 e. 5.5 f. 6.9 g. 7.5 h. 9.0 i. 8.2 O]. 11

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