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A portfolio is created by investing in three stocks: Stock A, Stock B, and Stock C. The table below provides the following pieces of information
A portfolio is created by investing in three stocks: Stock A, Stock B, and Stock C. The table below provides the following pieces of information for each stock: (1) The volatility of the stock, (2) the proportion of the portfolio's overall value that is attributed to the stock, and (3) The correlation between the stock's return and the return of the portfolio. Calculate the volatility of the portfolio. Stock A Stock B Stock C Volatility 0.45 0.25 0.50 0.50 0.20 0.30 Proportion Correlation with Portfolio Return 0.35 0.70 0.40 0.1946 0.1842 0.1738 0.1633 0.1529 A portfolio is created by investing in three stocks: Stock A, Stock B, and Stock C. The table below provides the following pieces of information for each stock: (1) The volatility of the stock, (2) the proportion of the portfolio's overall value that is attributed to the stock, and (3) The correlation between the stock's return and the return of the portfolio. Calculate the volatility of the portfolio. Stock A Stock B Stock C Volatility 0.45 0.25 0.50 0.50 0.20 0.30 Proportion Correlation with Portfolio Return 0.35 0.70 0.40 0.1946 0.1842 0.1738 0.1633 0.1529
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