Question: There are two assets A and B. Their returns depend on three equally likely scenarios. Scenario Probability Assets Yellow Red Blue 1/3 1/3 1/3 -4

There are two assets A and B. Their returns depend on

There are two assets A and B. Their returns depend on three equally likely scenarios. Scenario Probability Assets Yellow Red Blue 1/3 1/3 1/3 -4 -4 6 B -1 9 9 0.1 (1 point) What are the expected return of asset A and asset B respectively? 0.2 (2 points) What are the risks (standard deviation) of asset A and asset B respectively? Q.3 (2 points) What is the risk of an equal weighted portfolio of A and B? For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac). B IS Paragraph Arial 10pt A IK

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