Question: hi how to calculate the expected return and s.deviation when there is 3 security? THANK YOU (a) Consider the following information: State of Probability of
hi how to calculate the expected return and s.deviation when there is 3 security?

THANK YOU
(a) Consider the following information: State of Probability of Returns on Returns on Returns on Firm A Firm C Firm B state of economy economy 0.05 0.45 State1 0.30 0.33 State2 0.45 0.12 0.10 0.15 State3 0.35 0.01 -0.15 -0.05 0.15 State4 -0.06 -0.30 -0.09 Your portfolio is invested 30% each in Firms A and C and 40% in Firm B. What is the expected return and standard deviation of the portfolio
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