Consider the following probability distribution for stocks A and B: State Probability Return on Stock A Return on Stock B 1 0.10 10 % 8 % 2 0.20 13 % 7 % 3 0.20 12 % 6 % 4 0.30 14 % 9 % 5 0.20 15 % 8 % If you invest 40% of your money in A and 60% in B, what would be your portfolio's expected rate of return and standard deviation? A. None of the options are correct. B. 11%; 1.1% C. 9.9%; 3% D. 11%; 3% E. 9.9%; 1.1%

Consider the following probability distribution for stocks A and B: State Probability Return on Stock A Return on Stock B 1 0.10 10 % 8 % 2 0.20 13 % 7 % 3 0.20 12 % 6 % 4 0.30 14 % 9 % 5 0.20 15 % 8...

Consider the following probability distribution for stocks A and B:

If you invest 40% of your money in A and 60% in B, what would be your portfolio's expected rate of return and standard deviation?

A. None of the options are correct.

B. 11%; 1.1%

C. 9.9%; 3%

D. 11%; 3%

E. 9.9%; 1.1%

Jun 01, 2022