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You decide to invest in a portfolio consisting of 28 percent Stock A, 48 percent Stock...

You decide to invest in a portfolio consisting of 28 percent Stock A, 48 percent Stock B, and the remainder in Stock C. Based on the following information, what is the variance of your portfolio? State of Economy Probability of State Return if State Occurs of Economy Stock A Stock B Stock C Recession .115 − 10.20% − 3.60% − 12.60% Normal .667 9.50% 10.68% 17.00% Boom .218 21.57% 25.15% 29.85% rev: 04_25_2019_QC_CS-167128 Multiple Choice .00823 .00930 .00766 .01112 .00865

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