Returns State of Economy Probability Asset Class A Asset Class B Boom 0.3 10% 20% Normal...

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Returns State of Economy Probability Asset Class A Asset Class B Boom 0.3 10% 20% Normal Recession 0.3 12% 17% 0.4 -4% -8% You would like to construct a portfolio with 30% invested in asset class A and the rest invested in asset class B. Returns State of Economy Probability Asset Class A Asset Class B Boom 0.3 10% 20% Normal Recession 0.3 12% 17% 0.4 -4% -8% You would like to construct a portfolio with 30% invested in asset class A and the rest invested in asset class B.