Question: nt 5 Winter 2021 Saved Help Save & Exit Sut State of Economy Boom Normal Bust Probability of State of Economy 0.25 0.48 0.27 Rate

 nt 5 Winter 2021 Saved Help Save & Exit Sut State
of Economy Boom Normal Bust Probability of State of Economy 0.25 0.48

nt 5 Winter 2021 Saved Help Save & Exit Sut State of Economy Boom Normal Bust Probability of State of Economy 0.25 0.48 0.27 Rate of Return it State Occurs Stock A Stock B Stock C 0.22 0.34 8.56 0.19 2.17 0.15 0.03 -0.35 -0.44 a-1. If your portfolio is invested 45% each in A and B and 10% in C, what is the portfolio expected return? (Do not round Intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Portfolio expected return % a-2. What is the variance? (Do not round intermediate calculations. Round the final answer to 8 decimal places.) Variance a-3. What is the standard deviation? (Do not round intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Standard deviation % b. If the expected T-bill rate is 410%, what is the expected risk premium on the portfolio? (Do not found intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) a at O search M 49 ENG

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