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Business, 20.01.2020 17:31 joeduf

Consider the following information: rate of return if state occurs state of probability of economy state of economy stock a stock b stock c boom .10 .35 .40 .27 good .60 .16 .17 .08 poor .25 βˆ’ .01 βˆ’ .03 βˆ’ .04 bust .05 βˆ’ .12 βˆ’ .18 βˆ’ .09 a. your portfolio is invested 30 percent each in a and c, and 40 percent in b. what is the expected return of the portfolio? (do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e. g., 32.16.) b-1. what is the variance of this portfolio? (do not round intermediate calculations and round your answer to 5 decimal places, e. g., .16161.) b-2. what is the standard deviation? (do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e. g., 32.16.)

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