Suppose an investor creates a portfolio of two assets: Stock A and Stock B. Calculate the...

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Finance

Suppose an investor creates a portfolio of two assets: Stock Aand Stock B. Calculate the expected return on the minimum varianceportoflio. (Enter percentages as decimals and round to 4decimals)

StateProb(State)Stock AStock BStock C
Boom30%-12%16%-3%
Modest Growth50%30%5%-1%
Recession20%-12%-1%25%

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Suppose an investor creates a portfolio of two assets: Stock Aand Stock B. Calculate the expected return on the minimum varianceportoflio. (Enter percentages as decimals and round to 4decimals)StateProb(State)Stock AStock BStock CBoom30%-12%16%-3%Modest Growth50%30%5%-1%Recession20%-12%-1%25%

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