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Expected return and standard deviation. Use the following information to answer

the​ questions: LOADING...  State of

  Economy

Probability

of State

Return on

Asset D in

State

Return on

Asset E in

State

Return on

Asset F in

State

  Boom

0.39


0.39

0.06


0.06

0.28


0.28

0.14


0.14

  Normal

0.47


0.47

0.06


0.06

0.15


0.15

0.12


0.12

  Recession

0.14


0.14

0.06


0.06

negative 0.25


−0.25

negative 0.09


−0.09


.

a.  What is the expected return of each​ asset?

b.  What is the variance of each​ asset?

c.  What is the standard deviation of each​ asset?

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