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Please find the following data on three different assets, A, B, & C. Also, a 3-asset portfolio is formed with $20.00 invested in A, $30.00 invested in B, and $40.00 invested in C. Please calculate the required values and select accordingly.
Economy
Probability
Return on asset A
Return on asset B
Return on asset C
boom
20%
25%
7%
avg
50%
10%
22%
9%
bust
30%
8%
15%
12%
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