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You have a portfolio that contains: Stock Number of shares Stock price Expected return A 25 $73 13% B 40 $52 19% C 80 $63

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You have a portfolio that contains: Stock Number of shares Stock price Expected return A 25 $73 13% B 40 $52 19% C 80 $63 10% Calculate the expected return of the portfolio. (Hint: you need to calculate the amount invested in each stock, similar to the homework problem) You have the following information: Economy State Probability Stock A Stock B Stock C Good 4 14% 10% 22% Neutral. 23 0% 1% 14% Bad .37 -3% -9% -34% Calculate the variance of stock C. (Hint: round variance and standard deviation to six places after decimal) 0.06660395

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