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Jane is considering investing in three different stocks or creating three distinct twostock portfolios. Jane views herself as a rather conservative investor. She is able

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Jane is considering investing in three different stocks or creating three distinct twostock portfolios. Jane views herself as a rather conservative investor. She is able to obtain historical retums for the three securities for the years 2015 through 2021 . The data are given in the following table. In any of the possible two-stock portfolios, the weight of each stock in the portfolio will be 50%. The three possible portfolio combinations are AB,AC, and BC. Solution a. Calculate the average return for each individual stock. \begin{tabular}{|l|c|c|c|} \hline & Stock A & Stock B & Stock C \\ \hline Expected return & & & \\ \hline \end{tabular} b. Calculate the standard deviation for each individual stock. Solution a. Calculate the average return for each individual stock. b. Calculate the standard deviation for cach individual stock. c. Calculate the average returns for portfolios AB,AC, and BC. d. Calculate the standard deviations for portfolios AB,AC, and BC. c. Would you recommend that Jane invest in the single stock A or the portfolio consisting of stocks A and B ? Explain your answer from a risk-retum viewpoint. \begin{tabular}{|l|l|l|l|l|} \hline Stock A has an expected return of & 0.00% & with a standard deviation of & 0.00% \\ \hline lavesting in the portfolio has a standard deviation of & 0.00% & , so there is both a \\ \hline & amount of risk and return in the portfolio. \\ \hline & We can see that the CV of the portfolio is & than that of stock A alone, so the portfolio of AB \\ \hline & should be recommended. \\ \hline \end{tabular} Would you recommend that Jane invest in the single stock B or the portfolio consisting of stocks B and C ? Explain your answer from a risk-returm viewpoint. Would you recommend that Jane invest in the single stock B or the portfolio consisting of stocks B and C? Explain your answer from a risk-return viewpoint

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