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State Probability Return on A Return on B Boom .6 0.15 0.08 Bust .4 0.05 0.20 What is the standard deviation of a portfolio with

State Probability Return on A Return on B
Boom .6 0.15 0.08
Bust .4 0.05 0.20

What is the standard deviation of a portfolio with one-quarter of the funds in A?

Multiple Choice

  • 1.03%

  • 0.89%

  • 3.2%

  • 0.65%

  • 0.08%

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