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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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