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Rate of Return If State Occurs State of Economy State of Probability Stock A Stock B Stock C Boom .15 .38 .48 .28 Good .45
Rate of Return If State Occurs
State of Economy State of Probability Stock A Stock B Stock C
Boom .15 .38 .48 .28
Good .45 .22 .19 .15
Poor .30 .04 .09 .06
Bust .10 .16 .34 .11
- Your portfolio is invested 24 percent each in A and C, and 52 percent in B. What is the expected return of the portfolio?
- What is the variance of this portfolio?
- What is the standard deviation?
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Essentials of Investments
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
10th edition
77835425, 978-0077835422
