Question: SHOW WORK HAND WRITTEN NOT EXCEL 4. Given the following information, calculate the expected return and standard deviation for a portfolio that has 30% invested
SHOW WORK HAND WRITTEN NOT EXCEL
4. Given the following information, calculate the expected return and standard deviation for a portfolio that has 30% invested in JPMorgan stock (JPM), 20% invested in Citicorp stock (C) and the remaining allocation in Bank of America (BAC) stock. (125 POINTS) Returns State of Economy Boom Recession Probability of the Economy 55.0% 45.0% JPM 19.0% 23.0% BAC 18.5% 2.5%
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