Consider the following Information: Rate of Return if State Ocgura State of Probability of Xconony State of Economy Stock A Stock B Stoak C .29 13 -.06 -.13 .20 20 .15 .33 12 -.09 -.26 Boom Good 30 Poor .20 .01 Bust .30 -.21 a. Your portfollo is invested 30 percent each in Stocks A and Cand 40 percent In Stock B. What is the expected return of the portfollo? (Do not round Intermediate calculatlons. Enter your answer as a percent rounded to 2 decimal places.) Expected return b-1. What is the variance of this portfollo? (Do not round Intermedlate calculotions. Round your answer to 5 declmal places.) Variance b-2. What is the standard deviation? (Do not round Intermedlate calculatilons. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
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Question
1
Consider the following information:
Rate of Return if State
Occure
State of Probability of
Econony
Boom
State of Econony Stock A Stock B Stockc
.29
.13
-.06
-.13
.20
.20
.33
Good
.30
.20
.15
-12
.01
-.21
Poor
-.09
Bust
.30
-.26
a. Your portfollo is invested 30 percent each in Stocks A and C and 40 percent in Stock B. What is the expected return of the portfollo?
(Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.)
Expected reture
b-1. What is the variance of this portfollo? (Do not round Intermedlate calculetions. Round your answer to 5 decimal places.)
Variance
b-2. What is the standard deviation? (Do not round Intermediate calculatilons. Enter your answer as a percent rounded to 2 decimal
places.)
Standard deviation
Transcribed Image Text:Consider the following information: Rate of Return if State Occure State of Probability of Econony Boom State of Econony Stock A Stock B Stockc .29 .13 -.06 -.13 .20 .20 .33 Good .30 .20 .15 -12 .01 -.21 Poor -.09 Bust .30 -.26 a. Your portfollo is invested 30 percent each in Stocks A and C and 40 percent in Stock B. What is the expected return of the portfollo? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Expected reture b-1. What is the variance of this portfollo? (Do not round Intermedlate calculetions. Round your answer to 5 decimal places.) Variance b-2. What is the standard deviation? (Do not round Intermediate calculatilons. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation
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