D AB G E F H 1 2 3 Consider the following information. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? What is the variance of the portfolio? The standard deviation? 4 5 6 7 8 9 10 11 12 State Probability Boom 0.10 Good 0.60 Poor 0.25 Bust 0.05 Stock A 0.35 0.16 (0.01) (0.12) Stock B 0.45 0.10 (0.06) (0.20) Stock C 0.27 0.08 (0.04) (0.09) weights 0.30 0.40 0.30 13 14 15 16 Complete the following analysis. Do not hard code values in your calculations. 17 Portfolio Daten Ctota Return neurintinn Squared Davintian Draint DrAdIt MA 6 D19 f > A B E F G 9 Poor Bust D 0.25 0.05 (0.01) (0.12) (0.06) (0.20) (0.04) (0.09) 10 11 weights 0.30 0.40 0.30 12 13 14 15 16 Complete the following analysis. Do not hard code values in your calculations. 17 Portfolio Return 0.3660 Return Deviation Product 0.0366 Squared Deviation Product 18 19 State Boom Good Poor Bust E(R) = Variance = 20 21 22 23 24 25 26 27 Standard Deviation =