What is the portfolios standard deviation

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Reference no: EM131993823

State

Probability

Firm A

Firm B

Recession

.1

-15%

-2%

Normal

.6

9%

3%

Boom

.3

12%

18%

Beta


1.1

1.6

Suppose you have a portfolio consisting of $15,000 invested in Firm A stock and $35,000 invested in Firm B stock. What is the portfolio's standard deviation?

Reference no: EM131993823

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