State of Economy Boom Normal Bust Probability of State of Economy 0.26 0. 50 0.24 Rate...
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State of Economy Boom Normal Bust Probability of State of Economy 0.26 0. 50 0.24 Rate of Return if State Occurs Stock C 0.56 0.09 Stock A 0.32 Stock B 0.44 0.13 0.11 0.04 -0.25 -0.45 a-1. If your portfolio is invested 40% each in A and B and 20% in C, what is the portfolio expected calculations. Enter the answer as a percent rounded to 2 decimal pleces.) Portfolio expected return 12.34 a 2. What is the varlance? (Do not round intermediate calculetions, Round the final answer to 8 decimel places.) Variance 0.17173 O 0-3. What is the standard deviation? (Do not round intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Standard deviation 10.27 State of Economy Boom Normal Bust Probability of State of Economy 0.26 0. 50 0.24 Rate of Return if State Occurs Stock C 0.56 0.09 Stock A 0.32 Stock B 0.44 0.13 0.11 0.04 -0.25 -0.45 a-1. If your portfolio is invested 40% each in A and B and 20% in C, what is the portfolio expected calculations. Enter the answer as a percent rounded to 2 decimal pleces.) Portfolio expected return 12.34 a 2. What is the varlance? (Do not round intermediate calculetions, Round the final answer to 8 decimel places.) Variance 0.17173 O 0-3. What is the standard deviation? (Do not round intermediate calculations. Enter the answer as a percent rounded to 2 decimal places.) Standard deviation 10.27
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Answer rating: 100% (QA)
Answer Solution Weight of Stock A 040 Weight of Stock B ... View the full answer
Related Book For
Quantitative Investment Analysis
ISBN: 978-1119104223
3rd edition
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
Posted Date:
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