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The table below shows the expected rates of return for three stocks and their weights in some portfolio: Stock B Stock A 0.2 Stock C
The table below shows the expected rates of return for three stocks and their weights in some portfolio: Stock B Stock A 0.2 Stock C 0.6 0.2 State Recession Boom Portfolio weights Probability 0.2 Expected returns 0.03 0.06 0.8 0.12 0.13 0.11 0.05 Attempt 1/10 for 10 pts. Part 1 What is the portfolio return during a recession? 3+ decimals Submit IB Attempt 1/10 for 10 pts. Part 2 What is the expected portfolio return? 3+ decimals Submit Attempt 1/10 for 10 pts. Part 3 What is the standard deviation of the portfolio returns? 4+ decimals
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