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

Problem 11-11 Portfolio Returns and Volatilities (LO2, CFA5) Given the following information,

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 44 percent invested in Stock A, 35 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 Probability of Economy Boom State of Economy .60 Stock A 15% Bust .40 7 Stock B 22% 0 Stock C 25% -7 Expected return Standard deviation % %

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