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 36 percent invested in Stock A, 38 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 Boom Bunt .40 .60 Stock A 198 Stock B Stock C 20% 11 0 250 -11 Answer is complete but not entirely correct. Expected retur Standard deviation 15.20 % 42.00%

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