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Consider the following information on a portfolio of three stocks: a . If your portfolio is invested 4 0 percent each in A and B

Consider the following information on a portfolio of three stocks:
a. If your portfolio is invested 40 percent each in A and B and 20 percent in C, what is the portfolio's
expected return? The variance? The standard deviation?
Note: Do not round intermediate calculations. Round your variance answer to 5 decimal places, e.g.,
.16161. Enter your other answers as a percent rounded to 2 decimal places, e.g.,32.16.
b. If the expected T-bill rate is 3.4 percent, what is the expected risk premium on the portfolio?
Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal
places, e.g.,32.16
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