Consider the following information: a. Your portfolio is invested 24 percent eac

Question

Consider the following information: a. Your portfolio is invested 24 percent each in A and C. and 52 percent in B. What is the expected return of the portfolio? (Round your answer to 2 decimal places, (e.g., 32.16)) b-1 What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, (e.g., 32.16161)) b-2 What is the standard deviation? (Do not round intermediate calculations and round your final answer to 2 decimal places, (e.g., 32.16))

Explanation / Answer

Boom: E(Rp) = .24(.38) + .52(.48) + .24(.28) = .408 or 40.80%

                        Good:    E(Rp) = .24 (.22) + .52 (.19) + .24 (.15) = 0.1876or 18.76%

                        Poor:    E(Rp) = .24 (-.04) + .52 (

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