The portfolio is invested 30 each in a and c amp 40 in b., Ask an Expert

Finance

problem: Consider the following data:

Rate of Return if State Occurs

State of Economy	Probability of State of Economy	Stock A	Stock B	Stock C
Boom	.20	.30	.45	.33
Good	.40	.12	.10	.15
Poor	.30	.01	-.15	-.05
Bust	.10	-.06	-.30	-.09

The portfolio is invested 30% each in A and C, & 40% in B. find out the expected return of the portfolio?

Find the variance of this portfolio and standard deviation?

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Basic Finance, Finance

Category:- Basic Finance
Reference No.:- M919581

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