Consider a portfolio comprised of three stocks: Stock Weight...

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Finance

Consider a portfolio comprised of three stocks:

Stock

Weight

Return

Std Dev

A

0.3

16%

45%

B

0.3

12%

30%

C

0.4

7%

20%

Calculate the portfolio's return.

a.

11.2%

b.

11.7%

c.

30.5%

d.

10.5%

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