Question: Question 18 ABC has the following expected returns State Probability Return Boom .20 .75 Good .55 .25 Recession .15 -.10 Depression .10 -.50 What would

 Question 18 ABC has the following expected returns State Probability Return

Question 18 ABC has the following expected returns State Probability Return Boom .20 .75 Good .55 .25 Recession .15 -.10 Depression .10 -.50 What would be the variance? A) 0.0413 B) 0.1239 C 0.1944 D) 0.2601 E) 0.3519

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