D E G H K 06) 3-Stock Portfolio Covariance S1 Portfolio Statistics Stock Weight 51 0.25 S2 0.25 S3 0.25 0.04 Return Variance 0.12 0.04 0.18 0.15 0.20 0.25 Stdev 0.200 0.387 0.500 S1 52 S3 S2 0.02 0.15 -0.01 S3 -0.03 -0.01 0.25 0.02 -0.03 Calculate the following Portfolio Statistics using Portfolio Math and via Matrix Formulas Matrix Formulas: E(Rp) =W'R V{Rp) =w*c'w SD(Rp)= sqrt(Rp)) Answers Math Matrix E(Rp)= VIRP)= SD 3 7 9 30 31 32 33 34 35 36 37 30 03 02 4 OS 06 Type here to search 0 i ProDisplay P232