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Expected Return Standard Deviation Weight in Portfolio Stock A 19.00% 21.00% 13.00% Stock B 17.00% 30.00% 12.00% Stock C 6.00% 20.00% 24.00% Stock D 27.00%

Expected Return Standard Deviation Weight in Portfolio
Stock A 19.00% 21.00% 13.00%
Stock B 17.00% 30.00% 12.00%
Stock C 6.00% 20.00% 24.00%
Stock D 27.00% 40.00% 51.00%
----------------------- ----------------------- ----------------------- -----------------------
Correlation (A,B) 0.9600 ----------------------- -----------------------
Correlation (A,C) 0.2900 ----------------------- -----------------------
Correlation (A,D) 0.1200 ----------------------- -----------------------
Correlation (B,C) 0.8700 ----------------------- -----------------------
Correlation (B,D) 0.9900 ----------------------- -----------------------
Correlation (C,D) 0.3000 ----------------------- -----------------------

IN EXCEL

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?

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