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Suppose an investor creates a portfolio of two assets: Stock A and Stock B. Calculate the...

Suppose an investor creates a portfolio of two assets: Stock A and Stock B. Calculate the expected return on the minimum variance portoflio. (Enter percentages as decimals and round to 4 decimals)

State Prob(State) Stock A Stock B Stock C
Boom 30% -12% 16% -3%
Modest Growth 50% 30% 5% -1%
Recession 20% -12% -1% 25%

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jeff jeffy answered 1 year ago
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