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I am needing the formula to be able to answer B26 B26 3 Problem:7 5 Following is information for the required returns and standard deviations

image text in transcribedI am needing the formula to be able to answer B26

B26 3 Problem:7 5 Following is information for the required returns and standard deviations of returns for 7 Here are the expected returns and standard deviations for stocks A, B, and C: Stock 7.0% 10.0% 20.0% 33.11% 53.85% 89.44% 13 Here is the correlation matrix 1.0000 0.1571 0.1891 0.1571 1.0000 0.1661 0.1891 0.1661 1.0000 17 19 a. Suppose a portfolio has 30 percent invested in A, 50 percent in B, and 20 percent in 20 C. What are the expected return and standard deviation of the portfolio? 22 WA 23 WB 30% wc 25 26 Tp 24 28

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