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You decide to invest in a portfolio consisting of 18 percent Stock A, 53 percent Stock B, and the remainder in Stock C. Based on
You decide to invest in a portfolio consisting of 18 percent Stock A, 53 percent Stock B, and the remainder in Stock C. Based on the following information, what is the variance of your portfolio? Probability of State of Economy Return if State Occurs State of Economy Stock A Stock B Stock C 4.10% Recession -10.70% -13.10% .120 Normal 10.00% 10.78% .677 17.50% 21.67% 25.35% oom .203 30.05% Multiple Cholce 00871 00914 00984 01176 00810
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