Question
State of Econ. Prob. Return (A) Return (B) Return ( C) Boom .10 .35 .40 .27 Good .60 .16 .17 .08 Poor .25 -.01 -.03
State of Econ. Prob. Return (A) Return (B) Return ( C)
Boom .10 .35 .40 .27
Good .60 .16 .17 .08
Poor .25 -.01 -.03 -.04
Bust .05 -.12 -.18 -.09
Calculate the portfolio expected return and standard deviation. Assume that your portfolio is invested 30% in Asset A and C and 40% in Asset B
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Financial Markets And Institutions
Authors: Frederic S. Mishkin, Stanley Eakins
6th Edition
0321374215, 9780321374219
