Question: Use the information below to answer the next 5 questions: Questions 8-12 State Il Return State lll Return Investment State Return (p=0.3) (p-0.5) (p=0.2) A

Use the information below to answer the next 5 questions: Questions 8-12 State Il Return State lll Return Investment State Return (p=0.3) (p-0.5) (p=0.2) A 5% 7% -2% B 6% 8% 3% Given the above information on two investments A and B. Also, Expected Return for Asset B is 6.4%, the Standard Deviation for Asset Bis 1.91 and the correlation between A and B is 0.992. Calculate the expected return for Asset A 5.8% 3.45% 5.2% 4.6%

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