Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Please show formula in excel A THREE-ASSET PORTFOLIO PROBLEM begin{tabular}{|l|r|r|r|} hline & Stock A & Stock B & multicolumn{1}{|c|}{ Stock C } hline Mean
Please show formula in excel
A THREE-ASSET PORTFOLIO PROBLEM \begin{tabular}{|l|r|r|r|} \hline & Stock A & Stock B & \multicolumn{1}{|c|}{ Stock C } \\ \hline Mean & 2.92% & 6.58% & 10.47% \\ \hline Variance & 4.96% & 4.57% & 3.91% \\ \hline Standard deviation & 22.28% & 21.38% & 19.77% \\ \hline Cov(rA,rB) & 0.77 & & \\ \hline Cov(rB,rC) & 0.95 & & \\ \hline Cov(rA,rC) & 0.86 & & \\ \hline \end{tabular} Portfolio proportions \begin{tabular}{|l|l|} \hline XA & 25% \\ \hline xB & 35% \\ \hline xC & 40% \\ \hline \end{tabular} Portfolio statistics Mean Variance Sigma A THREE-ASSET PORTFOLIO PROBLEM \begin{tabular}{|l|r|r|r|} \hline & Stock A & Stock B & \multicolumn{1}{|c|}{ Stock C } \\ \hline Mean & 2.92% & 6.58% & 10.47% \\ \hline Variance & 4.96% & 4.57% & 3.91% \\ \hline Standard deviation & 22.28% & 21.38% & 19.77% \\ \hline Cov(rA,rB) & 0.77 & & \\ \hline Cov(rB,rC) & 0.95 & & \\ \hline Cov(rA,rC) & 0.86 & & \\ \hline \end{tabular} Portfolio proportions \begin{tabular}{|l|l|} \hline XA & 25% \\ \hline xB & 35% \\ \hline xC & 40% \\ \hline \end{tabular} Portfolio statistics Mean Variance SigmaStep by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started