CASE: Suppose that you are about to construct a portfolio of three risky assets, Stock A, Stock B, and Stock C. You have 100.000 TL of capital to invest. Relevant data regarding these stocks are presented as follows: Stock A B Expected return Variance Investment amount 20% 3,24% 30.000 TL 25% 1,44% 40.000 TL 30% 0,25% 30.000 TL Correlation Matrix A B 100% 65% 100% 55% 75% 100% A B ill in the fallowing table and explain briefly on excel sheet. STOCKS PORTFOLIOS Global Minimum Global Minimum Tangency Tangency Variance Portfolio Variance Portfolio Portfolio Portfolio Normal Portfolio No short sales Short sales allowed No short sales Short sales allowed ABC (Q1-Q2) (Q3-a) (Q3-b) (Q4-a) (Q4-b) Expected return ??? ? ? ? Standard deviation ??? ? ? ? ? ? Coefficient of variation ? ? ? ? ? ? ? ? Sharpe Ratio ? ? ? ? ? ? CASE: Suppose that you are about to construct a portfolio of three risky assets, Stock A, Stock B, and Stock C. You have 100.000 TL of capital to invest. Relevant data regarding these stocks are presented as follows: Stock A B Expected return Variance Investment amount 20% 3,24% 30.000 TL 25% 1,44% 40.000 TL 30% 0,25% 30.000 TL Correlation Matrix A B 100% 65% 100% 55% 75% 100% A B ill in the fallowing table and explain briefly on excel sheet. STOCKS PORTFOLIOS Global Minimum Global Minimum Tangency Tangency Variance Portfolio Variance Portfolio Portfolio Portfolio Normal Portfolio No short sales Short sales allowed No short sales Short sales allowed ABC (Q1-Q2) (Q3-a) (Q3-b) (Q4-a) (Q4-b) Expected return ??? ? ? ? Standard deviation ??? ? ? ? ? ? Coefficient of variation ? ? ? ? ? ? ? ? Sharpe Ratio