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Suppose the information in the following table is true... State Probability Return X Return Y Return Z Portfolio Return Recession 41 8% -4% 2% ?
Suppose the information in the following table is true... State Probability Return X Return Y Return Z Portfolio Return Recession 41 8% -4% 2% ? Normal .39 11% 5% 14% Expansion .20 13% 30% 22% If 15% of your wealth is put into stock X and 25% in stock Y. These rest of your wealth you put into stock Z, then what is standard deviation of expected returns for the portfolio in percent)? O 7.21% O 8.62% 09.01% 0 7.92% O 9.51% 10.52% O 5.24% O 6.85%
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