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Consider the following information on Stocks A, B, C and their returns (in decimals) in...

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Finance

Consider the following information on Stocks A, B, C and their returns (in decimals) in each state:

State Prob. of State A B C
Boom 20% 0.32 0.22 0.14
Good 45% 0.15 0.1 0.07
Poor 25% 0.02 0.01 0.03
Bust 10% -0.08 -0.02 -0.02

If your portfolio is invested 25% in A, 40% in B, and 35% in C, what is the standard deviation of the portfolio in percent? Answer to two decimals, carry intermediate calcs. to at least four decimals.

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