Expected return and standard deviation.

Use the following information to answer the questions:

a.What is the expected return of each asset?

b.What is the variance of each asset?

c.What is the standard deviation of each asset?

State of Economy Boom Normal Probability of State 0.35 0.49 Return on Asset A in State 0.03 0.03 Return on Asset B in State 0.22 0.07 Return on Asset C in State 0.31 0.15 0.16 0.03 -0.04 -0.22 Recession