Question: Given the following information, calculate the expected return and standard deviation for a portfolio that has 30% invested in JPMorgan stock (JPM), 20% invested in

Given the following information, calculate the expected return and standard deviation for a portfolio that has 30% invested in JPMorgan stock (JPM), 20% invested in Citicorp stock (C) and the remaining allocation in Bank of America (BAC) stock.

Returns State of Economy Boom Recession Probability of the Economy 55.0% 45.0% | JPM 19.0% 2.0% 23.0% -1.5% BAC 18.5% 2.5%

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