Question: Suppose you have a portfolio with 50-50% allocation. The return of each asset is displayed below: State(s) probability PB rs good 70% +10% +20% bad

Suppose you have a portfolio with 50-50% allocation. The return of

Suppose you have a portfolio with 50-50% allocation. The return of each asset is displayed below: State(s) probability PB rs good 70% +10% +20% bad 30% -10% -20% Calculate the portfolio expected return and the portfolio standard deviation

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