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5. Calculate the expected return of portfolio and standard deviation of portfolio of 3 Assets...

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Finance

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5. Calculate the expected return of portfolio and standard deviation of portfolio of 3 Assets (Security B, C, and D) (Hints: Assume that weights of B, C, and D are respectively) ? Prob. Security Security B Security Security D Security E Recession 0.1 3.0% -29.5% 24.5% 3.5% -19.5% Below avg -9.5% 10.5% -16.5% -5.5% Average 0.4 2.5% 3.0% 3.0% 12.5% 27.5% -1.0% -5.0% 0.5% 38.5% Above avg 22.5% Boom 3.0% 42.5% -20.0% 23.5% 35,5%

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