Question: 5. Given the following information, please calculate (a) the expected return of the portfolio whose portfolio weights for asset A and asset B are 40%

5. Given the following information, please calculate (a) the expected return

5. Given the following information, please calculate (a) the expected return of the portfolio whose portfolio weights for asset A and asset B are 40% and 60%, respectively, (2) the standard deviation of this portfolio, and (3) the correlation coefficient between asset A and asset B. Probability A B State 1 0.25 -5% 2% State 2 0.5 20% 5% State 3 0.25 25% 15%

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