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Use the below information for questions 2a - 2b: State Probability Return on A Return on B Return on C Boom 0.30 0.35 0.25 0.10
Use the below information for questions 2a - 2b:
State Probability Return on A Return on B Return on C
Boom 0.30 0.35 0.25 0.10
Average 0.50 0.20 0.15 0.25
Bust 0.20 0.05 0.10 0.35
2a. Find the Mean and Variance of Asset A
2b. Find the Correlation coefficient of A and C
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