Question: Question 13 (1 point) There are only two possible states of the economy. State 1 has a 53% chance of occurring. In State 1, Asset

Question 13 (1 point) There are only two possible states of

Question 13 (1 point) There are only two possible states of the economy. State 1 has a 53% chance of occurring. In State 1, Asset A returns 8.25% and Asset B returns 11.25%. In State 2, Asset A returns -4.30% and Asset B returns -7.30%. A portfolio of just these two assets is invested 57% in Asset A (with Asset B comprising the remainder without any negative weights). What is the standard deviation of the portfolio's returns? 6.99% 7.17% 7.36% 7.55% 07.74%

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