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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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