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Portfolio Returns and Volatilities Given the following information calculate the expected return and standard deviation for a portfolio that has 45 percent invested in Stock A 35 percent in Stock B

Portfolio Returns and Volatilities Given the following information, calculate the expected return and standard deviation for a portfolio that has 45 percent invested in Stock A, 35 percent in Stock B, and the balance in Stock C.

     

Returns

State of Economy

Probability   of State of Economy

Stock A

Stock B

Stock C

Boom

0.7

15%

18%

20%

Bust

0.3

10

0

-10

Jun 17 2020 View more View Less

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