Question
Use the following scenario analysis for stocks X and Y to answer the questions. Bear Normal Bull Market Market Market Probability 15.00% 50.00% 35.00% Stock
Use the following scenario analysis for stocks X and Y to answer the questions.
| Bear | Normal | Bull | |
| Market | Market | Market | |
| Probability | 15.00% | 50.00% | 35.00% |
| Stock X | -13.00% | 11.00% | 28.00% |
| Stock Y | -26.00% | 16.00% | 46.00% |
What is the standard deviation of return for stock X?
Assume you have a $200,000 portfolio and you invest $80,000 in stock X and the remainder in stock Y. What is the expected return for this portfolio? Enter your answer rounded to two decimal places.
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Globalization Gating And Risk Finance
Authors: Unurjargal Nyambuu, Charles S. Tapiero
1st Edition
1119252652, 978-1119252658
