Consider the following information: State of Probability of Rate of Return If State Occurs Economy State...

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Consider the following information: State of Probability of Rateof Return If State Occurs Economy State of Economy Stock A Stock BStock C Boom .15 .350 .450 .330 Good .45 .120 .100 .170 Poor .35.010 .020 ? .050 Bust .05 ? .110 ? .250 ? .090 Your portfolio isinvested 30 percent each in A and C and 40 percent in B. What isthe expected return of the portfolio? (Do not round intermediatecalculations and enter your answer as a percent rounded to 2decimal places, e.g., 32.16.) What is the variance of thisportfolio? (Do not round intermediate calculations and round youranswer to 5 decimal places, e.g., 32.16161.)What is the standarddeviation of this portfolio? (Do not round intermediatecalculations and enter your answer as a percent rounded to 2decimal places, e.g., 32.16.)

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Stock A Scenario Probability Return rate of return probability Actual return expected returnA A2 probability Boom 015 35 525 2455 0009040538 Good 045 12 54 155 0000108113 Poor 035 1 035 945 0003125588 Bust 005 11 055 2145 0002300513 Expected return sum of weighted return 1045 SumVariance Stock A 001457 Standard deviation of Stock A Variance12 1207 Stock B Scenario Probability Return rate of return probability Actual return expected returnA B2 probability Boom 015 45 675 343 See Answer

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Consider the following information: State of Probability of Rateof Return If State Occurs Economy State of Economy Stock A Stock BStock C Boom .15 .350 .450 .330 Good .45 .120 .100 .170 Poor .35.010 .020 ? .050 Bust .05 ? .110 ? .250 ? .090 Your portfolio isinvested 30 percent each in A and C and 40 percent in B. What isthe expected return of the portfolio? (Do not round intermediatecalculations and enter your answer as a percent rounded to 2decimal places, e.g., 32.16.) What is the variance of thisportfolio? (Do not round intermediate calculations and round youranswer to 5 decimal places, e.g., 32.16161.)What is the standarddeviation of this portfolio? (Do not round intermediatecalculations and enter your answer as a percent rounded to 2decimal places, e.g., 32.16.)