onsider the case of two financial assets and three market conditions (states). The table below gives the respective probability for each market condition and the return of each asset in each one of them.                                                          Market Conditions State Recession  Normal Expansion Probability of state 30% 40%  30% Return of asset A -30%  20% 55% Return of asset B -10%  70% 0% Consider the portfolio with 50% investment in each of the two assets a

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Q: B 15.5% 20.2%

A: The coefficient of variation can be computed as follows :

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