Question: Saved mework 0 Check my work mode: This shows what is correct or incorrect for the work you have complet Consider the following information on
Saved mework 0 Check my work mode: This shows what is correct or incorrect for the work you have complet Consider the following information on a portfolio of three stocks State of Economy Boom Normal Bus! Probability of State of Economy 12 55 33 Stock A Stock B Stock C Rate of Return Rate of Return Rate of Return 07 132 45 15 27 25 56 35 26 a. If your portfolio is invested 40 percent each in A and B and 20 percent in c. what is the portfolio's expected return the variance, and the standard deviation? (Do not round Intermediate calculations. Round your varionce answer to 5 decimal places. 2.9. 32.16161. Enter your other answers as a percent rounded to 2 decimal places, eg. 32.16.) b. If the expected Tubill rate is 4.5 percent what is the expected risk premium on the portfolio? (Do not round Intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g. 32.16.) Answer is not complete,
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