Question: 120 Version A.docx Bert Layout References Review View Help Tell me what you want to do mes New Ro. 12 AA BIU Q4 (25 marks)

120 Version A.docx Bert Layout References Review View Help Tell me what you want to do mes New Ro. 12 AA BIU Q4 (25 marks) E- a) Consider the following information Rate of Return if State Occurs State of Economy Probability of State ofEconomy Stock A Stock B Stock C Boom 0.65 0.07 Bust 0.35 0.13 0.15 0.03 0.33 -0.06 a. What is the expected return on an equally weighted portfolio of these three stocks? b. What is the variance of a portfolio invested 20% each in A and B and 60% in C? 100% + 1214 ** ENG Give Feedback to Mic 934 PM 2020-12-16 2 ( 6 B 3 01/4120 Version A.docx Bert Layout References Review View Help Tell me what

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