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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

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 38 percent Roll and the rest in Ross.

		Security if State	Returns Occurs
	Prob of State of Economy	Roll	Ross
Bust	0.6	-7%	30%
Boom	?	40	11

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