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A portfolio's value increases by 20% during a financial boom and by 9% during normal times. It decreases by 11% during a recession. What is the expected return on this portfolio if each scenario is equally
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Apr 2, 2023
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A portfolio's value increases by 20% during a financial boom and by 9% during normal times. It decreases by 11% during a recession. What is the expected return on this portfolio if each scenario is equally likely?
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The expect return on this portfolio of each scenarios equally likely is 10%
Anderson Contreira
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