You decide to invest in a portfolio consisting of 32 percent Stock A, 43 percent Stock B, and the remainder in Stock C. Based on the following information, what is the variance of your portfolio? State of Probability of Economy State Economy Recession Normal Boon Multiple Choice O O O O 110 .657 .233 01092 00752 00849 00914 00009 Return if State Occurs Stock A -9.70% 9.00 21.47% Stock -3.10% 10.50% 24.95% Stock C -12.10% 16.50% 29.658
You decide to invest in a portfolio consisting of 32 percent Stock A, 43 percent Stock B, and the remainder in Stock C. Based on the following information, what is the variance of your portfolio? State of Probability of Economy State Economy Recession Normal Boon Multiple Choice O O O O 110 .657 .233 01092 00752 00849 00914 00009 Return if State Occurs Stock A -9.70% 9.00 21.47% Stock -3.10% 10.50% 24.95% Stock C -12.10% 16.50% 29.658
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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