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Create a portfolio using the three stocks and information below: Expected Return Standard Deviation Weight in Portfolio Stock A 18.00% 16.00% 35.00% Stock B 22.00%

Create a portfolio using the three stocks and information below:

Expected Return Standard Deviation Weight in Portfolio
Stock A 18.00% 16.00% 35.00%
Stock B 22.00% 10.00% 15.00%
Stock C 14.00% 15.00% 50.00%
---------------------- ---------------------- ---------------------- ----------------------
Correlation (A,B) 0.4700 ---------------------- ----------------------
Correlation (A,C) 0.1200 ---------------------- ----------------------
Correlation (B,C) 0.3800 ---------------------- ----------------------

(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?

make sure they are all answered and correct please

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