Question: A B C D E F G H 1 2 Consider the following information. Your portfolio is invested 30 percent each in A and

A B C D E F G H 1 2 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? 3 4 Input area: 5 6 State Probability Stock A 7 Boom 0.15 0.35 Stock B 0.40 Stock C 0.28 8 Good 0.45 0.16 0.17 0.09 9 Poor 0.30 (0.01) (0.03) 0.01 10 Bust 11 weights 12 0.10 (0.10) (0.12) (0.09) 0.30 0.40 0.30 13 (Use cells A6 to E11 from the given information to complete this question.) 14 15 Output area: 16 17 State 18 Boom 19 Good 20 Poor 21 Bust Probability Portfolio return Product Return deviation Squared deviation Product 22222 E(R) 23 Standard deviation 24 25 Variance

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