the following are possible states of the economy and the returns associated with stocks A...
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the following are possible states of the economy and the returns associated with stocks A and B in those states. Return on B Return on A Probability State Good Normal Bad what is the average return of A what is the average return of B what is the standard deviation of A what is the standard deviation of b what is the covariance between stock A and stock B what is the correlation what is portfolio risk if A weight is what is the return of the portfolio if stock B weight is
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