Question: State Boom Normal Bust Probability .20 .50 .30 Return on A 20% 10% 8% Return on B 5% 8% 12% What is the variance of

State Boom Normal Bust Probability .20 .50 .30 Return on A

State Boom Normal Bust Probability .20 .50 .30 Return on A 20% 10% 8% Return on B 5% 8% 12% What is the variance of a portfolio with 80% of the funds invested in A? 0 10.9 O 12.25 O 15.21 O 9.6 O 13.69

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