Mathematics
Mathematics, 08.07.2019 21:30, jaylabazemore

Consider the following information about three stocks: rate of return if state occurs state of probability of economy state of economy stock a stock b stock c boom .25 .22 .34 .56 normal .48 .19 .17 .15 bust .27 .03 −.35 −.44 a-1. if your portfolio is invested 45 percent each in a and b and 10 percent in c, what is the portfolio expected return? (do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e. g., 32.16.) a-2. what is the variance? (do not round intermediate calculations and round your answer to 5 decimal places, e. g., .16161.) a-3. what is the standard deviation? (do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e. g., 32.16.) b. if the expected t-bill rate is 3.90 percent, what is the expected risk premium on the portfolio? (do not round

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Consider the following information about three stocks: rate of return if state occurs state of prob...

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