Question: Assume that the % expected return for security A and the market M for a good, normal and bad economy (probabilities.3,.4,.3) are 20, 16, and

Assume that the % expected return for security A and the market M for a good, normal and bad economy (probabilities.3,.4,.3) are 20, 16, and 10 for A and 8, 4, and 12 for M. Also assume that you invest 40% in A and 60% in M. Compute the standard deviation for A. 15.4 3.90 3.32 0 -7.44
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