Consider the following information: Rate of Return if State Occurs State of Economy Boom Good...

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Consider the following information: Rate of Return if State Occurs State of Economy Boom Good Poor Bust Probability of State of Economy .20 .30 .20 .30 Stock A .33 .20 .12 .05 Stock B .34 .09 .03 -.09 Stock C .28 .11 .03 -3.97 Requirement 1: Your portfolio is invested 20 percent each in and C, and 60 percent in B. What is the expected return of the portfolio? (Do not round your intermediate calculations. Note: All rates are given in decimal format here!) (Click to select) Requirement 2: (a) What is the variance of this portfolio? (Do not round your intermediate calculations.) (Click to select) (b) What is the standard deviation? (Do not round your intermediate calculations.) (Click to select)

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