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state probability Return on A RETURN ONB POOR 35% -0.06 0.08 NORMAL 15% 0.2 0.17 GOOD 50% 0.25 0.3 beta a 1.3 beta b 0.75
state probability Return on A RETURN ONB POOR 35% -0.06 0.08 NORMAL 15% 0.2 0.17 GOOD 50% 0.25 0.3 beta a 1.3 beta b 0.75 weight o is 55% what is the return of stock a what is the return of stock b? what is the standard deviation of a? what is the standard deviation of b? what is the covariance what is the return of o portfolio what is the standard deviation of the portfolio what is the beta of the portfolio
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