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Business, 07.08.2021 05:00 thefootballman1115

You own a portfolio with the following expected returns given the various states of the economy. What is the overall portfolio expected return? State of Economy Probability of State of Economy Returns if State Occurs Stock A Stock B Stock C Boom 50 30 20 10 Average 30 10 10 10 Recession 20 30 10 10 The expected return on the market portfolio is 12 and the US Treasury bill yields 2. The capital market is currently in equilibrium.

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