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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 64 percent Roll and the rest in Ross. Security Returns if State Occurs Roll Ross Prob of State of Economy Bust 0.2 Boom ? - 13% 35 31% 7

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