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Consider the following information: State of Probability of Rate of Return If State Occurs Economy State...

Consider the following information:

State of Probability of Rate of Return If State Occurs
Economy State of Economy Stock A Stock B Stock C
Boom .15 .350 .450 .330
Good .45 .120 .100 .170
Poor .35 .010 .020 .050
Bust .05 .110 .250 .090

Your portfolio is invested 30 percent each in A and C and 40 percent in B. What is the expected return of the portfolio?

Expected return             %

What is the variance of this portfolio?

Variance            

What is the standard deviation of this portfolio?

Standard deviation             %

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