Consider the following information Rate of Return If State Occurs State of Probability of State of Economy Stock A Stoc...
Consider the following information: Rate of Return If State Occurs State of Economy Probability of State of Economy .15 .55 .33 Stock A Stock B Stock C .45 .11 .10 .02 -.05 -.12 - 25 -09 Boom Good Poor Bust .33 .17 20 a. Your portfolio is invested 25 percent each in A and C and 50 percent in B. What is the expected return of the portfolio? (Do rot round intermediate calculations and enter your answer as a percent...
Consider the following information: Rate of Return If State Occurs State of Economy Boom Probability of State of Economy .15 Good .55 Stock A .33 11 .02 -12 Stock B 45 10 .02 -.25 Stock C 33 17 -05 -09 .20 Poor Bust 10 a. Your portfolio is invested 25 percent each in A and C and 50 percent in B. What the expected return of the portfolio? (Do not round intermediate calculations an enter your answer as a percent...
Rate of Return If State Occurs Probability of State of Economy Stock A Stock B Stock C State of Economy Boom Good Poor Bust .09 -.07 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...
Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock A Stock B Economy 15 Stock C Boom 39 49 29 Good .55 15 20 -09 .08 Poor Bust .25 .05 -01 -.07 20 -.24 -10 Your portfolio is invested 24 percent each in A and C, and 52 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent...
Consider the following information: Rate of Return If State Occurs Probability of State of Economy .15 State of Economy Boom Good Poor Bust Stock A .35 Stock C .25 .10 -.05 .60 Stock B .45 .16 -.06 -31 .19 .20 -.03 .05 -.13 -.08 Your portfolio is invested 28 percent each in A and C, and 44 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent...
Consider the following information: Rate of Return if State Occurs State of Probability of - State of Economy Stock A Stock B Economy 10 .40 Boom Good Poor Stock C .27 .08 .60 25 .17 -.03 - 18 --04 Bust -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...
Consider the following information: Rate of Return If State Occurs State of Economy Stock B Boom Good Poor Bust Probability of State of Economy .20 .50 .25 .05 Stock A .31 .18 -04 .41 .12 -.07 -27 Stock C .32 .11 -05 --.08 -15 a. Your portfolio is invested 28 percent each in A and C, and 44 percent in B. What is the expected return of the portfolio? (Do not round Intermediate calculations and enter your answer as a...
Consider the following information: Rate of Return if State Occurs State of Probability of State Economy of Economy Stock A Stock B Stock C Boom .75 .07 .01 .27 Bust .25 .12 .19 –.05 Required: (a) What is the expected return on an equally weighted portfolio of these three stocks? (Do not round intermediate calculations. Enter your answer as a percentage rounded to 2 decimal places (e.g., 32.16).) Expected return % (b) What is the variance of a portfolio invested...
Consider the following information State of Economy Economy Rate of Return If State Occurs Probability of - State of Stock A Stock B Stock C 361 461 341 40 131 .111 1 81 021 031 -067 -121 -261 -101 20 Boom Good Poor Bust a. Your portfolio is invested 31 percent each In A and C and 38 percent in B. What is the expected return of the portfolio? (Do not round Intermediate calculations and enter your answer as a...
Consider the following information: Rate of Return If State Occurs State of Probability of State of Economy Stock A Stock B Economy 17 Recession 05 - 21 Normal 62 09 08 Вoom 21 16 25 a. Calculate the expected return for Stocks A and B. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g. 32.16.) b. Calculate the standard deviation for Stocks A and B. (Do not round intermediate calculations and...