BIB Ao 1 2, WMT 12.00% 9.30% 8.20% 10.30% 11.50% Rendimientos ADRE MSFT GOOG 7.50% 12.30% 13.10% 4.30% 12.00% 16.20% 8.10% 11.90% 15.70% 9.20% 11.80% 18.20% 6.10% 12.00% 19.30% 3 8.50% 9.10% 9.00% 8.70% 8.80% 4 5 Particulars (A) WMT ADRE MDFT GOOG BIIB Expected Return Standard = Average Return Deviation (in % (in % terms) (B) terms) (C) 10.26 1.56 7.04 1.90 12.00 0.19 16.50 2.40 0.24 Coefficient of variation (D- C/B) 0.1520 0.2699 0.0158 0.1454 0.0272 8.82 3. 3 a. determine the return and risk for a portfolio made up of the following three stocks if you wish to distribute your investment as follows: 20% in ADRE: 65% on MSFT and 15% on GOOG. b. How would the portfolio be affected if you distributed your investment as follows: 30% in ADRE: 25% on MSFT and 45% on GOOG