State of Economy
Probability of State
Return if State Occurs
9. What is the expected return standard deviation and variance of each
10. If the investor invests $1000 if A $2000 in B $3000 in C and $4000 in D what is the return of this portfolio in each state of the economy?
A) What is the expected return standard deviation and variance of the portfolio?
B) Given the dollar investment given above if Stock A B C and D have betas of 1.56 1.32 0.1 and 0.7 respectively what is the
beta of this portfolio?
***Most thorough answer gets the best rating***
Your email address will not be published. Required fields are marked *
Save my name, email, and website in this browser for the next time I comment.