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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 17 percent Roten and the rest in Bradley.
Security if State | Returns Occurs | ||
Prob of State of Economy | Roten | Bradley | |
Bust | 0.2 | -19% | 34% |
Boom | ? | 43 | 6 |
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