PROBLEM 1:

PROBLEM 2.

IF SOMEONE COULD ANSWER THESE ASAP PLEASE!!!!

THANK YOU

Consider the following information: Rate of Return If State Occurs State of Probability of Stock C Economy State of Economy Stock A Stock B Boom .20 .18 .45 .27 Good .15 .16 .19 .15 Poor .40 .05 -.07 -.07 Bust .25 -.05 -.35 -.09 a. Your portfolio is invested 25 percent each in A and C, and 50 percent in B. What is the expected return of the portfolio? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) Expected return % b- 1. What is the variance of this portfolio? (Round your answer to 5 decimal places.) Variance of this portfolio b- The standard deviation? (Round your answer to 2 decimal places. Omit the "%" sign 2. in your response.) Standard deviation % Asset K has an expected return of 17 percent and a standard deviation of 35 percent. Asset L has an expected return of 10 percent and a standard deviation of 15 percent. The correlation between the assets is 43. What are the expected return and standard deviation of the minimum variance portfolio? (Round your answer to 2 decimal places. Omit the "%" sign in your response.) Expected return % Standard deviation %