The table below shows the expected rates of return for three stocks and their weights in some portfolio:

What is the portfolio return during a recession?

What is the expected portfolio return?

What is the standard deviation of the portfolio returns?

Stock A Stock B Stock C 0.4 0.2 0.4 Portfolio weights Probability State Expected returns Recession 0.2 0.07 0.03 0.15 Boom 0.8 0.12 0.05 0.16 - Attempt 2/7 for 10 pts. Part 1 What is the portfolio return during a recession? 3+ decimals Submit Part 2 Attempt 1/7 for 10 pts. What is the expected portfolio return? 3+ decimals Submit Attempt 1/7 for 10 pts. Part 3 What is the standard deviation of the portfolio returns