Calculate the standard deviation of portfolio the details

Reference no: EM1315539

Calculate the standard deviation of portfolio the details furnished below

What is the standard deviation of a portfolio that is invested 40% in stock A and 60% in stock B, given the following information?

Economic State	Probability of State	Return on Stock A	Return on Stock B
Normal	70%	9%	12%
Boom	30%	14%	18%

Reference no: EM1315539

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