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What is the portfolio return during a recession? Correct The portfolio return is the weighted average of the individual expected returns: E(rP, recession )=wAE(rA, rocessian

What is the portfolio return during a recession? Correct The portfolio return is the weighted average of the individual expected returns: E(rP, recession )=wAE(rA, rocessian )+wBE(ra, recession )+wCE(rC, recession ) =0.30.07+0.20.03+0.50.13=0.092 Part 2 0 A Attempt 5/5 for 10 What is the expected portfolio retum? Part 3 - Attempt 1/5 for 10 What is the standard deviation of the portfolio returns

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