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You decide to invest in a portfolio consisting of 29 percent Stock A. 40 percent Stock B, and the remainder in Stock C. Based on
You decide to invest in a portfolio consisting of 29 percent Stock A. 40 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 690 220 .090 Return if State Occurs Stock B State of Economy Stock A -6.70% 2.80% 34.70% Stock C -9.75% 10.20% 3610% -1.80% Normal Boom 16.20% 37 50% O 00343 01620 02535 O 05071 00193
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