Returns and Standard Deviations [LO1] Consider the following information:

a. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio?

b.What is the variance of this portfolio? The standard deviation?

10. Returns and Standard Deviations [LOL] Consider the following information: Probability of State of Economy Stock Stock C State of Economy Boom Good Poor .10 60 25 05 Rate of Return f State Occurs Stock B 35 40 16 17 -01 -03 -12 -18 27 08 -.04 - 09 Bust A. Your portfolosested 30 perces each in A and Cand 40 percent in B. What is the expected retum of the portfolio? b. What is the wrice of this portfolio? The standard deviation