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Consider the following information about three stocks: a - 1 . If your portfolio is invested 4 0 % each in A and B and
Consider the following information about three stocks:
a If your portfolio is invested each in A and B and in C what is the portfolio expected return? Do not round intermediate calculations. Enter the answer as a percent rounded to decimal places.
Portfolio expected return
a What is the variance? Do not round intermediate calculations. Round the final answer to decimal places.
Variance
a What is the standard deviation? Do not round intermediate calculations. Enter the answer as a percent rounded to decimal places.
Standard deviation
b If the expected Tbill rate is what is the expected risk premium on the portfolio? Do ngt round intermediate calculations.
Enter the answer as a percent rounded to decimal places.
Expected risk premium
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