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The ABC Portfolio has the following information. What is the standard deviation of the portfolio if 20% of the portfolio funds is invested stock A,

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The ABC Portfolio has the following information. What is the standard deviation of the portfolio if 20% of the portfolio funds is invested stock A, 30% in B, and rest in stock C? Return Return Returns on on State Probability on stock stock stock A B Boom 0.3 12% -8% 7% Bust 0.7 4% 11% 6% 3.67% O 1.65% o 3.50% o 7.00% o % 5.30%

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