Security Returns if State Occurs State of Economy Probability of State of Economy...

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Finance

Security Returns if State Occurs
State of Economy Probability of State of Economy Roll Ross
Bust 0.50 19 % 12 %
Boom 0.50 19 5

Calculate the expected return on a portfolio of 35 percent Roll and 65 percent Ross by filling in the following table: (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

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