a) Consider the following information: State of Economy Boom Good Poor Bust Probability of State...

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a) Consider the following information: State of Economy Boom Good Poor Bust Probability of State ofEconomy .10 .60 25 05 Rate of Return if State Occurs Stock A Stock B Stock C .35 .45 .27 1.16 .10 -01 -.06 -.04 - 12 - 20 -09 I 08 Your portfolio is invested 35% each in A and C, and 30% in B. a) What is the expected return of the portfolio? b) What is the variance of this portfolio? c) What is the standard deviation

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