Question: 7.18. Single asset portfolios: Using the information from problems 7.15, 7.16, and 7.17, calculate each coefficient of variation. Problem 7.15 State of the Economy Probability

7.18. Single asset portfolios: Using the information from problems 7.15, 7.16, and 7.17, calculate each coefficient of variation.
Problem 7.15
State of the Economy Probability Rate of return
Healthy 0.4 30%
Soft 0.5 10%
Recession 0.1 -25%
Problem 7.16
Prob Return
Boom 0.1 25.00%
Good 0.4 15.00%
Level 0.3 10.00%
Slump 0.2 -5.00%
Problem 7.17
Prob Return
Boom 0.1 40.00%
Good 0.2 30.00%
OK 0.3 15.00%
Level 0.2 2.00%
Slump 0.2 -12.00%

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