Calculate the volatility of a portfolio of 35 percent Roll and 65 percent Ross by filling in
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(4) (5) Product (2) × (4) (2) (3) Portfolio Return if State Occurs (1) State of Economy Probability of Squared Deviation from Expected Return State of Economy Bust Boom Op= Security Returns if State Occurs State of Probability of State of Economy Roll Ross Economy Bust .40 -10% 21% 8. Boom .60 28
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Related Book For
Fundamentals of Investments, Valuation and Management
ISBN: 978-1259720697
8th edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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