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Rate of Return If State Occurs Stock A Stock B Stock C State of Economy Boom Normal Bust Probability of State of Economy .26 50

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Rate of Return If State Occurs Stock A Stock B Stock C State of Economy Boom Normal Bust Probability of State of Economy .26 50 .24 .32 .13 .04 44 .11 -25 .56 09 - 45 a-1. If your portfolio is invested 40 percent each in A and B and 20 percent in C, what is the portfolio expected return? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a-2. What is the variance? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) a-3. What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the expected T-bill rate is 3.30 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) c-1. If the expected inflation rate is 2.90 percent, what are the approximate and exact expected real returns on the portfolio? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) C-2. What are the approximate and exact expected real risk premiums on the portfolio? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) and enter your answers as a percent rounded to 2 decimal places, e.g., 3 C-2 What are the approximate and exact expected real risk premiums on the po (Do not round intermediate calculations and enter your answers as a per rounded to 2 decimal places, e.g., 32.16.) % % % a-1. Portfolio expected return a-2. Variance a-3. Standard deviation b. Expected risk premium c-1. Approximate expected real return Exact expected real return c-2. Approximate expected real risk premium Exact expected real risk premium % % % %

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