You have a portfolio that is comprised of 40% of Stock A and 60% of Stock B. What is the variance of the portfolio?
$\begin{array}{lllr}
\text { State of the Economy } & \text { Probability } &\text {E(R)}_{A}&\text { E(R)}_{B}\
&&40\%&60\%\
\
\text { Normal } & .7 & 12\% & 14 \% \
\text { Recegsion } & .3 & -7 \% & -10 \%
\end{array}$

A)101.64%
B)102.13%
C)106.84%
D)107.15%
E)108.93%

Question

You have a portfolio that is comprised of 40% of Stock A and 60% of Stock B. What is the variance of the portfolio?
$\begin{array}{lllr}
\text { State of the Economy } & \text { Probability } &\text {E(R)}_{A}&\text { E(R)}_{B}\
&&40\%&60\%\
\
\text { Normal } & .7 & 12\% & 14 \% \
\text { Recegsion } & .3 & -7 \% & -10 \%
\end{array}$

A)101.64%
B)102.13%
C)106.84%
D)107.15%
E)108.93%

Quizplus · Accepted Answer

The Answer of You have a portfolio that is comprised of 40% of Stock A and 60% of Stock B. What is the variance of the portfolio?
$\begin{array}{lllr}
\text { State of the Economy } & \text { Probability } &\text {E(R)}_{A}&\text { E(R)}_{B}\
&&40\%&60\%\
\
\text { Normal } & .7 & 12\% & 14 \% \
\text { Recegsion } & .3 & -7 \% & -10 \%
\end{array}$

A)101.64%
B)102.13%
C)106.84%
D)107.15%
E)108.93%

You Have a Portfolio That Is Comprised of 40% of Stock