Question: Given the following information, calculate the expected return and standard deviation for a portfolio that has 27 percent invested in Stock A, 28 percent in
Given the following information, calculate the expected return and standard deviation for a portfolio that has 27 percent invested in Stock A, 28 percent in Stock B, and the balance in Stock C. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)
| Returns | |||||||||
| State of | Probability of | ||||||||
| Economy | State of Economy | Stock A | Stock B | Stock C | |||||
| Boom | .30 | 16 | % | 19 | % | 26 | % | ||
| Bust | .70 | 17 | 0 | 17 |
| Expected return | % |
| Standard deviation | % |
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