Question: b) c) What is the expected return for A? For B? What is the standard deviation for A? For B? What is the expected

is the standard deviation for A? For B? What is the expected

b) c) What is the expected return for A? For B? What is the standard deviation for A? For B? What is the expected return on a portfolio of A and B that is 30% invested in A and the remainder in B? State of the Economy Boom Growth Normal Recession Probability of State of the Economy 0.40 0.20 0.20 0.20 Return on A % 10 -4 24 16 Return on B % 4 0 16 20

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