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Suppose that in an economy the expected value and variance of the returns of an asset are, respectively, 10% and 0.5. In addition, suppose that

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Suppose that in an economy the expected value and variance of the returns of an asset are, respectively, 10% and 0.5. In addition, suppose that this economy can present only two scenarios with equal probabilities and that in scenario 1 it can achieve a return of 15%. What is the return under scenario 2 ? A

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