Question: This is a long question but please help. Expected return and standard deviation. Use the following information to answer the questions: a. What is the
This is a long question but please help.
Expected return and standard deviation. Use the following information to answer the questions: a. What is the expected return of each asset? b. What is the variance and the standard deviation of each asset? c. What is the expected return of a portfolio with 11% in asset J, 52% in asset K, and 37% in asset L? d. What is the portfolio's variance and standard deviation using the same asset weights from part (c)? Hint: Make sure to round all intermediate calculations to at least seven (7) decimal places. The input instructions, phrases in parenthesis after each answer box, only apply for the answers you will type. Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Return on Asset J in State of Economy Boom Growth Stagnant Recession Probability of State 0.24 0.38 0.21 0.17 State 0.070 0.070 0.070 0.070 Return on Asset Kin State 0.230 0.150 0.060 -0.130 Return on Asset Lin State 0.250 0.180 0.080 -0.220 X
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