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Use the following table of states of the economy and stock returns to calculate the percentage standard deviation of a portfolio of a portfolio of

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Use the following table of states of the economy and stock returns to calculate the percentage standard deviation of a portfolio of a portfolio of 40 percent Roll and the rest in Ross. Security Returns if State Occurs Bust Boom Prob of State of Economy 0.5 ? Roll -696 38 Ross 32% 9

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