Question: Information for Questions 1 and 2: Consider the information for assets A, B, and C below: State Probability Return on A Return on B Return

Information for Questions 1 and 2: Consider the information for assets A, B, and C below: State Probability Return on A Return on B Return on C Boom 0.2 0.3 0.05 0.1 Average 0.4 0.2 0.15 0.25 Bust 0.4 0.1 0.2 0.3 1. Find the mean of Asset A, the mean of Asset C, the standard deviation of Asset A, the standard deviation of Asset C, and the covariance of assets A and C. (each part is worth 5 points). 2. Consider Portfolio (Y) comprising 60% Asset A and 40% Asset C. What is the variance of portfolio Y

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