Part 1

-Calculate and write down the expected return from a portfolio with 25% of your wealth invested in stock A, 25% in stock B, and 50% in stock C. Express your answer as a percent. Round your answer to 2 decimal places.

-Calculate and write down the variance of the returns from a portfolio with 25% of your wealth invested in stock A, 25% in stock B, and 50% in stock C. Express your answer as a percent. Round your answer to 2 decimal places.

-Assume the risk free rate of return is 0.5%. Calculate and write down the Sharpe ratio a portfolio with 25% of your wealth invested in stock A, 25% in stock B, and 50% in stock C. Round your answer to 2 decimal places.

	A	B	C
Stock Ticker	VIAC	DIS	NFLX
Average Return	18.33%	5%	6%
Variance of Returns	36.22	42	24
Standard Deviation of Returns	6.02	6.48	4.89
Cov(rA,rB)	12
Calculation	(21-18.33)*(11-5)/3 + (24-18.33)*(8-5)/3 + (10-18.33)*(-4-5)/3 =
Cov(rA,rC)	-6
Calculation	(21-18.33)*(12-6)/3 + (24-18.33)*(0-6)/3 + (10-18.33)*(6-6)/3 =
Cov(rB,rC)	6
Calculation	(11-5)*(12-6)/3 + (8-5)*(0-6)/3 + (-4-5)*(6-6)/3 =
Portfolio 1 (25% A; 25% B; 50% C)
Expected Return
Calculation
Variance
Calculation
Standard Deviation
Calculation
Sharpe ratio
Calculation