Question: I need the answer as soon as possible SA 4136 Following information is available in respect of the rate of return of two securities A

I need the answer as soon as possible I need the answer as soon as possible SA 4136 Following information

SA 4136 Following information is available in respect of the rate of return of two securities A and B in different economic conditions: Condition Probability Rate of return Security A Security B Recession 0.20 -0.15 0.20 Normal 0.50 0.20 0.30 Boom 0.30 0.60 0.40 Find out the expected return and the standard deviations for these two securities. Suppose, an investor has 20,000 to invest. He invests * 15,000 in security A and balance in Security B, what will be the expected return and the standard deviation of the portfolio? CS Scanned with CamScanner

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