please answer Parts A. B. C. and D.

Part A below

Part B below

Part C below

Part D below

Use the following information on states of the economy and stock returns to calculate the standard deviation of returns. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) State of Economy Recession Normal Boom Probability of State of Economy .40 .40 .20 Security Return If State Occurs -5.5% 11 17 Standard deviation % Use the following information on states of the economy and stock returns to calculate the standard deviation of returns. Assuming that all three states are equally likely. (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) State of Economy Recession Normal Boom Security Return If State Occurs -5% 12 16 Standard deviation se Security Returns If State Occurs State of Probability of Economy State of Economy Bust .30 Boom .70 Roll -11% 29 Ross 12% 5 Calculate the expected return on a portfolio of 50 percent Roll and 50 percent Ross by filling in the following table: (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) State of Economy Bust Boom Probability of State of Economy .30 .70 Portfolio Return If State Occurs % 1% Product 1% 1% ERp) = % The expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc., and 40 percent invested in Down Co. are the following: Down Co. Expected return, ER) Standard deviation, o 3 Doors, Inc. 11% 44 10% 33 What is the standard deviation if the correlation is +1? 0? -1? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) Correlation +1 Correlation o Correlation-1 de de de