Question: Problem 10 Intro The table below shows the expected rates of return for three stocks and their weights in some portfolio: Stock A Stock B

Problem 10 Intro The table below shows the expected rates of return for three stocks and their weights in some portfolio: Stock A Stock B Stock C 0.2 0.6 Portfolio weights Probability 0.2 0.2 Expected returns State 0.07 0.13 Recession Boom 0.03 0.05 0.8 0.12 0.14 1 Attempt 1/5 for 10 pts. Part 1 What is the portfolio return during a recession? 3+ decimals Submit - Attempt 1/5 for 10 pts Part 2 What is the expected portfolio return? 3+ decimals Submit Part 3 - Attempt 1/5 for 10 pts. What is the standard deviation of the portfolio returns? 4+ decimals Submit
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