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  1. business
  2. finance
  3. consider the following information: probability of

Consider the following information: Probability of State of Economy .16 State of Economy Boom Good...

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Finance

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Consider the following information: Probability of State of Economy .16 State of Economy Boom Good Poor Bust 44 Rate of Return If State Occurs Stock A Stock B Stock C 351 .451 331 101 171 .011 021 - .051 -.111 - 251 - 091 . 121 34 .06 Your portfolio is invested 31 percent each in A and C and 38 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.) Variance What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation %

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