Question: Here are the expected returns are two stocks. Assume 30% of portfolio is invested in A and 70% in C. (30% A, 70% C) State

Here are the expected returns are two stocks. Assume 30% of portfolio is invested in A and 70% in C.

(30% A, 70% C)

State Prob A C Portfolio

1 20% - 20% 5%

2 60% 10% 10%

3 20% 40% 20%

Find the variance for the portfolio

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