Portfolio Expected Returns Calculate the expected return on a portfolio of 40 percent Roll and 60 percent Ross by filling in the following:
|
(1) |
(2) |
(3) |
(4) |
|
State of |
Probability of |
Portfolio Return if State Occurs |
Product |
|
the |
State of the |
(2) × (3) |
|
|
Economy |
Economy |
||
|
E(RP) = |