Common Stock A$,$ B$,$ and C have the following characteristics with respect to expected return, standard deviation, and correlation between them:

Exp. Return

Std$.$ Dev.

Stock A

$12\%$

$5\%$

Stock B

$15\%$

$9\%$

Stock C

$11\%$

$6\%$

Correlation

Stock A & B

$\mathrm{.}60$

Stock A & C

$\mathrm{.}70$

Stock B & C

$\mathrm{.}80$

Part A:

What is the covariance between Stock B and C$?$

Group of answer choices

$0\mathrm{.}00576$

$0\mathrm{.}00432$

$0\mathrm{.}00294$

$0\mathrm{.}00504$

None of them

Part B:

What is the expected return of a portfolio composed of $30\%$ Stock A$,50\%$ Stock B$,$ and $20\%$ Stock C$?$

Group of answer choices

None of them

$11\mathrm{.}60\%$

$13\mathrm{.}30\%$

$12\mathrm{.}90\%$

$9\mathrm{.}30\%$

Part C:

What is the standard deviation of a portfolio composed of $30\%$ Stock A$,50\%$ Stock B$,$ and $20\%$ Stock C$?$

Group of answer choices

$8\mathrm{.}49\%$

None of them

$2\mathrm{.}92\%$

$9\mathrm{.}45\%$