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Please help me understand this theory. Corporate Finance

hi guys i have this subject called corporate finance and currently we are doing the risk management for portfolios, however i have this confusion when i calculate the variance for the portfolio sasas.JPG
As you can see the usual way that the book follows is that it calculates the expected return on the portfolio and than it calculates variance for each economy state for e.g it calculates the expected return for boom,recession and bust. then multiplies it with the weightage of each of them in the portfolio. After it gets the expected return for portfolio it calculate the variance using each economy state.

i want to do it the other way and i want to know if its the same thing or not.
i want to calculate the expected return for each stock instead of each economy state, and then i want to calculate variance using each stock not the economy state.
Please Help Thanks
Do you mean you want to calculate the expected return and variance / standard deviation for each stock individually, given the economic outcomes, and then compute the portfolio expected returns and variances?

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