Question: The returns for three different assets are given as below. Probability Asset A Asset B Asset C 0.3 30% 40% 10% 0.21 20% 30% 0%
The returns for three different assets are given as below. Probability Asset A Asset B Asset C 0.3 30% 40% 10% 0.21 20% 30% 0% 0.41 0% -10% 10% 0.1 -30% -30% 20% For the assets calculate the following values: (write all your answers in percentages rounded to the nearest integer. If you calcualte 0.06845 then the answer rounded to nearest integer percentage is 7%. Do not enter percentage in the blank area since percentage is already written. Therefore write only 7) Expected return of asset A = % Expected return of asset B % Expected return of asset C = Standart deviation of return of asset A = %
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