1 a b c d c State of Nature 1 2 2 a 24 b 16 3 a b C d e c 9

Last updated: 4/12/2023

1 a b c d c State of Nature 1 2 2 a 24 b 16 3 a b C d e c 9 2 d 4 9 c 84 4 a b The mean rate of return on security A is 8 9 10 11 12 C d c The standard deviation in return on B is Probability TOT 0 7 0 3 The covariance in the rates of return is 48 48 84 84 none of the above The correlation coefficient is 1 0 5 0 5 none of the above Rate of Return on A 15 5 Rate of Return on E 0 20