Question: Consider the following information on two stocks: P ( State ) Stock A Stock B Boom 2 0 % 3 0 % 2 0 %

Consider the following information on two stocks:
P(State) Stock A Stock B
Boom 20%30%20%
Normal 50%12%-5%
Slow 15%4%8%
Recession 15%-10%10%
$Investment Beta
Asset A $35,0001.45
Asset B $15,0000.85
a.)Calculate the expected return on the portfolio. (Enter percentages as decimals and round to 4 decimals)
b.) Calculate the variance of the portfolio. (enter percnetages as decimals and round to 4 decimals)
c.) Calculate the standard deviation fo the portfolio. (enter the percentages as decimals and round to 4 decimals)
d.) Calculate the portfolio's beta. (round to 2 decimals)

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