Question: 4 part question Expected return and standard deviation Use the following information to answer the questions a. What is the expected return of each asset?
Expected return and standard deviation Use the following information to answer the questions a. What is the expected return of each asset? b. What is the vanance and the standard deviation of each asset? c. What is the expected return of a portfolio with 12% in assot J. 45% in assot K and 43% in asset L? d. What is the portfolio's variance and standard deviation using the same asset weights from part (c)? Hint Make sure to round all intermediate calculations to at least seven (7) decimal places. The input instructions, phrases in parenthesis after each answer box only apply for the answers you will type Expected return and standard deviation Use the following information to answer the questions a. What is the expected return of each asset? b. What is the variance and the standard deviation of each asset? c. What is the expected return of a portfolio with 12% in asset J, 45% in asset K and 43% in asset L? d. What is the portfolio's variance and standard deviation using the same assot weights from part (c)? Hint Make sure to round all intermediate calculations to at least soven (1) decimal places. The input instructions, phrases in parenthesis after each answer box, only apply for the answers you will type. DEERE a. What is the expected return of asset J2 (Round to foul X Data Table (Click on the following icon in order to copy its contents into a spreadsheet) State of Economy Boom Growth Stagnant Recession Probability of State 0.28 0.35 0.21 0.16 Return on Asset J in State 0.070 0070 0.070 0070 Return on Asset Kin State 0230 0.140 0.065 -0.120 Return on Asset Lin State 0 300 0.230 0.070 -0 220
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