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Based on the given data, what formula(s) can we use to calculate the portfolio statistics? What are the results? This is based on an equal

Based on the given data, what formula(s) can we use to calculate the portfolio statistics? What are the results? This is based on an equal weighted portfolio of five stocks.

Name of the Stock

Average Return

Standard Deviation

Beta

R2

A

0.034321931

0.077322691

0.851795533

0.208288585

B

0.009794607

0.069884684

0.736734975

0.190751179

C

0.036402102

0.085551551

0.675727064

0.107076833

D

0.006924276

0.041832947

0.475597353

0.221845491

E

0.015232958

0.150805745

0.765377761

0.044210413

Averages

2.05%

8.51%

70.10%

15.44%

Portfolio Statistics

?

?

?

?

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