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Use the information in the table below to answer the next seven multiple choice questions. State of Nature Probability Return on A Return on B

Use the information in the table below to answer the next seven multiple choice questions.

State of Nature Probability Return on A Return on B
I 0.3 7% 12%
II 0.2 9% 5%
III 0.5 14% 15%

The correlation between A and B is 0.25. The portfolio weight of A is 30%. The portfolio weight of B is 70%.

The expected return in percent for investment A is?

The standard deviation of returns for investment A is?

The expected return in percent for investment B is?

The standard deviation of returns for investment B is?

The expected return in percent for a portfolio of 30% investment A and 70% investment B is?

The covariance between investment A and investment B is?

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