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State of Economy Probability of State of Economy Stock A Stock B Stock C Boom 0.60 9% 22% 25% Bust 0.40 12 0 -12 Given
State of Economy | Probability of State of Economy | Stock A | Stock B | Stock C |
Boom | 0.60 | 9% | 22% | 25% |
Bust | 0.40 | 12 | 0 | -12 |
Given the following information, calculate the expected return and standard deviation for a portfolio that has 42 percent invested in Stock A, 37 percent in Stock B, and the balance in Stock C. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)
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