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Security Returns if State Occurs State of Economy Probability of State of Economy Roll Ross Bust .30 15 % 16 % Boom .70 15 6
Security Returns if State Occurs | |||||||||||
State of Economy | Probability of State of Economy | Roll | Ross | ||||||||
Bust | .30 | 15 | % | 16 | % | ||||||
Boom | .70 | 15 | 6 | ||||||||
Calculate the standard deviations for Roll and Ross by filling in the following table:
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