What is standard deviation and variance of this portfolio

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Consider the following information: Rate of Return if State Occurs State of Probability of Economy State of Economy Stock A Stock B Stock C Boom .25 .20 .48 .23 Good .15 .14 .20 .11 Poor .20 –.05 –.13 .00 Bust .40 –.13 –.33 –.11 a. Your portfolio is invested 40 percent each in A and C, and 20 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) Expected return 1.40 % b-1. What is the variance of this portfolio? (Do not round intermediate calculations. Round your answer to 5 decimal places.) Variance of this portfolio b-2. What is the standard deviation? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation %

Reference no: EM131552401

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