Question: Problem 12 Intro We know the following expected returns for stocks A and B, given different states of the economy: State (s) Probability E(ra,s) E(rss)

Problem 12 Intro We know the following expected returns for stocks

Problem 12 Intro We know the following expected returns for stocks A and B, given different states of the economy: State (s) Probability E(ra,s) E(rss) Recession 0.1 -0.06 0.03 Normal 0.5 0.09 0.06 Expansion 0.4 0.17 0.1 Part 1 8 Attempt 1/10 for 10 pts. What is the expected return for stock A? 3+ decima Submit Part 2 18 Attempt 1/10 for 10 pts. What is the expected return for stock B? 3+ decima Submit Part 3 Attempt 1/10 for 10 pts. What is the standard deviation of returns for stock A? 3+ decima Submit Part 4 Attempt 1/10 for 10 pts. What is the standard deviation of returns for stock B? 4+ decima Submit

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