Question: Expected return and standard deviation. Use the following information to answer the questions a. What is the expected return of each asset? 1. What is
Expected return and standard deviation. Use the following information to answer the questions a. What is the expected return of each asset? 1. What is the variance and the standard deviation of each asset? c. What is the expected return of a portfolio with 12% in asset J.52% in att K, and 36% in asset? d. What is the portfolio's variance and standard deviation using the same asset weights from parte Hint: Make sure to round all intermediate calculations to at least seven (7) decimal places. The input instructions, phrases in parenthesis atter each annwer box, only apply for the answers you wil hype. 2. What is the expected return of asset? (Round to four decimal place) Data Table (Click on the following icon in order to copy its contents into a spreadsheet) Return on Return State of Probability Antetis Aset Kin Econom of State State Slal Boom 0.28 0.000 0.220 Growth 0.30 0.000 0.140 Stagnant 021 0.060 0.040 Recession 0.12 0.060 -0.060 Reus Asset Lin State 0.250 0.210 0.090 -0.220 Print Done
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