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Consider the following information on a portfolio of three stocks: a. If your portfolio is invested 38 percent each in A and B and 24
Consider the following information on a portfolio of three stocks: a. If your portfolio is invested 38 percent each in A and B and 24 percent in C, what is the portfolio's expected return, the variance, and the standard deviation? (Do not round intermediate calculations. Round your variance answer to 5 decimal places, e.g., 32.16161. Enter your other answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the expected T - bill rate is 4.05 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected risk premium %
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