Determine the expected return and standard deviation

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Question: State Probability % Return A % Return M Good .3 20 16 Normal .4 18 10 Bad .3 10 14 Compute the following:

1) Expected return for A and M

2) Standard deviation for A and M (population)

3) Covariance(A,M

4) Correlation(A,M

5) Expected return on a portfolio consisting of 30% A and 70% M.

6) Standard deviation of a portfolio consisting of 30% A and 70% M.

7) The Beta of A. (assume that M is the market) BETA = -.0909

8) The portfolio weights for the minimum risk portfolio.

Reference no: EM131435883

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