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Create a portfolio using the three stocks and information below: Stock A Stock B Stock C Expected Return 32.00% 27.00% 29.00% Standard Deviation 37.00% 15.00%
Create a portfolio using the three stocks and information below: Stock A Stock B Stock C Expected Return 32.00% 27.00% 29.00% Standard Deviation 37.00% 15.00% 14.00% Weight in Portfolio 23.00% 29.00% 48.00% Correlation (A,B) Correlation (A,C) Correlation (B.C 0.3500 0.7600 0.7800 (Do not round intermediate calculations. Record your answers in decimal form and round your answers to 4 decimal places. Ex.x.xxxx) What is the variance of A? What is the variance of B? What is the variance of C? What is the Correlation (A,A)? What is the Correlation (B,B)? What is the Correlation (C,C)? What is the Covariance (A A)? What is the Covariance (A,B)? What is the Covariance (A,C)? What is the Covariance (B,A)? What is the Covariance (B,B)? What is the Covariance (B,C)? What is the Covariance (C,A)? What is the Covariance (C,B)? What is the Covariance (C,C)? What is the expected return on the portfolio above? What is the variance on the portfolio above? What is the standard deviation on the portfolio above
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