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+ google Go Premium X WPS Office INPm 20L)RKC = Menu 5 APAR Han Inst Page Layout Fomos Data Tools Calib -H General ME Ruta Sum Ft Q Format Painter BIURA O ESSE Merge and Wrap Center Text Conditional Fomatas Formatting Table 8 8 ALE Autor Sort Format n' Rows and Worksheet Free Pe Find and Symbol Columns Replace Settings 121 B D H L M N 0 P R S Stock A 8.00% 1.71% 13.08% Stock B 11.00% 7.67% 16.34% 0.0936 CALCULATING PORTFOLIO RETURNS Stock A Mean 8.00% Variance 1.71% Standard deviation 13.08% Covariance Stock B 11.00% 7.67% 16.34% -0.0010 1) Fill out the table for the mean, varlance, and standard deviation for each portfolio 2) Draw a plot for the relationship between risk and return for each portfolio, as shown below. Portfolio Portfolio Variance Portfolio standard deviation Portfolio mean Portfolio Variance Portfolio standard deviation mean 3) Tigure out the minimum-variance portfolio for each investment opportunity set. A 1 2 3 Mean 4 Variance S Standard deviation 6 Correlation 7 Proportion of stocok A in portfolio 9 096 10 10% 11 20% 12 30% 13 40% 14 50% 15 60% 15 70% 17 80% 18 90% 19 100% 20 21 Proportion of stocok A in portfolio 0% 10% 20% 30% 40% 50% Portfolio Mean and Standard Deviation 60% 70% 80% 90% 12% 100% 11% 10% 22 23 24 85 25 26 28 29 Read Me First Question Question 2 Ouestion + DI 107. - + O Search 0 SI 3:32 PM 12/67213 D

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