What is the variance of this portfolio

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Reference no: EM131536400

State of Economy Probability of State Economy Rate of return if state occurs

Stock A Stock B Stock C

Boom .19 .366 .466 .346

Good .41 .136 .116 .186

Poor .31 .026 .036 -.091

Bust .09 -.126 -.266 -.106

Your portfolio is invested 31 percent each in A and C and 38 percent in B.

What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., 32.16161.)

What is the standard deviation of this portfolio? (Do not round intermediate calculations and round your answer to the nearest 2 decimal places.

Reference no: EM131536400

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