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Unformatted text preview: A B Recession 0.20.20.2 Normal 0.5 0.2 0.3 Boom 0.3 0.6 0.4 Weight 0.25 0.75 4) Calculate risks (standard deviation or variance) of each security. 56) Historical Portfolio Return and Risk (variance) calculation. 5) If we are supposed to have a portfolio composed of security A and B during 2000 to 2002, what was historical return of the portfolio 6) What was the risk (variance) of the portfolio? 78) Expected Portfolio Return and Risk 7) If we are supposed to have a portfolio composed of security A and B, what is the return of the portfolio 8) What is the risk (variance) of the portfolio?...
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This note was uploaded on 02/23/2010 for the course FIN 81341 taught by Professor Yang during the Spring '10 term at CSU San Bernardino.
 Spring '10
 Yang

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