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The returns for investing in Gamma and Delta are expected to be: Economy Probability Gamma Delta...

The returns for investing in Gamma and Delta are expected to be:

Economy Probability Gamma Delta

strong 20% 8% 4%

normal 50% 5% 5%

weak 30% 1% 6%

Construct a portfolio that invests 45% in Gamma and 55% in Delta. What is the expected return and the standard deviation of returns for such a portfolio?

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