Question: Given the following probability distribution, what is the expected return and the standard deviation of returns for Security J? state Pr Rj 1 .2 10%
Given the following probability distribution, what is the expected return and the standard deviation of returns for Security J?
| state | Pr | Rj |
| 1 | .2 | 10% |
| 2 | .6 | 15% |
| 3 | .2 | 20% |
| a. | 12%; 5.18% | |
| b. | 20%; 5.00% | |
| c. | 15%; 3.16% | |
| d. | 15%; 10.00% | |
| e. | 15%; 6.50% |
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