1 2 22 A 11 weights 12 3 4 Input area: 5 6 State 7 Boom 8 Good 9 Poor 10 Bust 15 Output area: 16 17 State 18 Boom 19 Good 20 Poor 21 Bust 22 B Probability 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? 0.15 0.45 0.30 0.10 Standard deviation Probability C Stock A E(R) D 0.35 0.16 (0.01) (0.10) 0.30 Stock B 13 (Use cells A6 to E11 from the given information to complete this question.) 14 0.40 0.17 (0.03) (0.12) 0.40 E Portfolio return Product Stock C 0.28 0.09 0.01 (0.09) 0.30 F Return deviation Squared deviation G Variance Product H