Question: Problem 11-11 Portfolio Returns and Volatilities (LO2, CFA5) Given the following information, calculate the expected return and standard deviation for a portfolio that has 52

Problem 11-11 Portfolio Returns and Volatilities (LO2, CFA5)

Given the following information, calculate the expected return and standard deviation for a portfolio that has 52 percent invested in Stock A, 19 percent in Stock B, and the balance in Stock C. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

			Returns
State of Economy	Probability of State of Economy		Stock A		Stock B		Stock C
Boom		0.80	11	%	18	%	21	%
Bust		0.20	14		0		14

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