Question
(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
(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 variance of D?
What is the Correlation (A,A)?
What is the Correlation (B,B)?
What is the Correlation (C,C)?
What is the Correlation (D,D)?
What is the Covariance (A,A)?
What is the Covariance (A,B)?
What is the Covariance (A,C)?
What is the Covariance (A,D)?
What is the Covariance (B,A)?
What is the Covariance (B,B)?
What is the Covariance (B,C)?
What is the Covariance (B,D)?
What is the Covariance (C,A)?
What is the Covariance (C,B)?
What is the Covariance (C,C)?
What is the Covariance (C,D)?
What is the Covariance (D,A)?
What is the Covariance (D,B)?
What is the Covariance (D,C)?
What is the Covariance (D,D)?
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?
please don't forget the last 3 questions, thank you so much!
Create a portfolio using the four stocks and information below: Expected Return 34.00% Stock A Stock B Standard Deviation 38.00% 27.00% 10.00% 32.00% 29.00% 33.00% 34.00% Weight in Portfolio 19.00% 20.00% 15.00% 46.00% Stock C Stock D 0.1000 Correlation (A,B) Correlation (A,C) Correlation (A,D) Correlation (B,C) Correlation (B,D) Correlation (C,D) 0.7600 0.5200 0.2300 EEEEEEEEEEEEEEEEEEEEEE 0.5000 0.8100Step by Step Solution
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