Consider the following information: State of Economy Probability of State of Economy Boom Bust .66 .34...
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Consider the following information: State of Economy Probability of State of Economy Boom Bust .66 .34 .09 .13 .03 Rate of Return if State Occurs Stock A Stock B Stock C .24 .19 -.04 a. What is the expected return on an equally weighted portfolio of these three stocks? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. b. What is the variance of a portfolio invested 21 percent each in A and B and 58 percent in C? Note: Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161. a. Expected return b. Variance of portfolio % Consider the following information: State of Economy Probability of State of Economy Boom Bust .66 .34 .09 .13 .03 Rate of Return if State Occurs Stock A Stock B Stock C .24 .19 -.04 a. What is the expected return on an equally weighted portfolio of these three stocks? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. b. What is the variance of a portfolio invested 21 percent each in A and B and 58 percent in C? Note: Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161. a. Expected return b. Variance of portfolio %
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