Question: Question 23 3 pts Consider the following probability distribution for stocks A and B: State 1 2 3 4 5 Probability 0.15 0.2 0.15 0.3
Question 23 3 pts Consider the following probability distribution for stocks A and B: State 1 2 3 4 5 Probability 0.15 0.2 0.15 0.3 0.2 Return on Stock A 8% 13% 12% 14% 16% Return on Stock B 8% 7% 6% 9% 11% If you invest 35% of your money in A and 65% in B, what would be your portfolio's expected rate of return and standard deviation? 9.9%: 1.1% 9.9%: 3% 10%: 1.7% 10%: 396
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