Question: Table 1: Two-Asset Portfolio State (s) Probability (P(s)) ra Boom .25 .28 Blah .50 .09 Bust .25 -.16 rb .04 .04 .04 Risky Allocation with

Table 1: Two-Asset Portfolio State (s) Probability (P(s)) ra Boom .25 .28 Blah .50 .09 Bust .25 -.16 rb .04 .04 .04 Risky Allocation with One Risky Asset (20 points) Question 4.1: (5 points) Calculate the expected return for both both asset a and asset b
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