Calculate standard deviation of portfolio

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                     State              Return A           Return B

Good           0.3                  24%                   30%

Probability

Normal        0.4                      36%               18%

Bad             0.3                       48%              -6%

Problem 1: Calculate the expected return and standard deviation of a portfolio comprised of stocks A and B. The weight in stock A is 60%

Reference no: EM132759555

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