Question: Chapter 11 - End of Chapter Questions and Problems - Question 9 (Part o) 8.67% 0.9.24% 10.92% 11.67% 12.94% 9. Returns and Standard Deviations Consider

Chapter 11 - End of Chapter Questions and Problems - Question 9 (Part o) 8.67% 0.9.24% 10.92% 11.67% 12.94% 9. Returns and Standard Deviations Consider the following information: LO1 LO 2 State of Economy Probability of State of Economy Rate of Return II State Occurs Stock A Stock Stock C Boom Bust .60 .40 .18 04 16 .03 31 .11 2. What is the expected return on an equally weighted portfolio of these three stocks? What is the variance of a portfolio invested 20 percent each in A and B and 60 percent in C? b
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