B C E F Consider the following information. Your portfolio is invested 30 percent each in...
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B C E F Consider the following information. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio? The standard deviation? Input area: State Boom Good Poor Bust weights Probability Stock A Stock B Stock C 0.15 0.35 0.40 0.28 0.45 0.16 0.17 0.09 0.30 (0.01) (0.03) 0.01 0.10 (0.10) (0.12) (0.09) 0.30 0.40 0.30 (Use cells A6 to E11 from the given information to complete this question.) Output area: Probability Portfolio return Product Return deviation Squared deviation Product State 8 Boom 9 Good 0 Poor 1 Bust 22 E(R) 23 Standard deviation 24 Variance B C E F Consider the following information. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio? The standard deviation? Input area: State Boom Good Poor Bust weights Probability Stock A Stock B Stock C 0.15 0.35 0.40 0.28 0.45 0.16 0.17 0.09 0.30 (0.01) (0.03) 0.01 0.10 (0.10) (0.12) (0.09) 0.30 0.40 0.30 (Use cells A6 to E11 from the given information to complete this question.) Output area: Probability Portfolio return Product Return deviation Squared deviation Product State 8 Boom 9 Good 0 Poor 1 Bust 22 E(R) 23 Standard deviation 24 Variance
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