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Use the following information about projected returns to calculate the volatility of a portfolio with $3 million invested in Stock Jergens and $1 million invested
Use the following information about projected returns to calculate the volatility of a portfolio with $3 million invested in Stock Jergens and $1 million invested in Stock Creek.
| Economic State | Probability | Jergens Return | Creek Return |
| Boom | 0.4 | 23% | 8% |
| Bust | 0.6 | -7% | -5% |
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Money Banking And Financial Markets
Authors: Stephen Cecchetti
2nd Edition
0073523097, 9780073523095
