Portfolio Mathematics GE HD PG 1) To the left are the returns for three stocks. Calculate the mean, variance, standard deviation for each return series in the appropriates spaces. Mean Variance Standard Deviation Covariance between GE and HD: Covariance between HD and PG: Covariance between PG and GE: 2) Find the covariance between stocks. Three-Asset Portfolio B 1 0.2500 A Weight in GE Weight in HD Weight in PG Total Weights 0.3333 0.333 0.333 0.333 1 1 0.61 0.3 0.11 111 0.4167 1 3) Find the mean, variance, and standard deviation for the return of three portfolios A, B, and C. Portfolio mean Portfolio Variance Portfolio Standard Deviation Sharpe Ratio Risk-Free Rate 0.21% 0.21% 0.21% 4) ) Given the risk free rate of 0.21%, figure out the Sharpe ratio and find the best portfolio. Portfolio Mathematics GE HD PG 1) To the left are the returns for three stocks. Calculate the mean, variance, standard deviation for each return series in the appropriates spaces. Mean Variance Standard Deviation Covariance between GE and HD: Covariance between HD and PG: Covariance between PG and GE: 2) Find the covariance between stocks. Three-Asset Portfolio B 1 0.2500 A Weight in GE Weight in HD Weight in PG Total Weights 0.3333 0.333 0.333 0.333 1 1 0.61 0.3 0.11 111 0.4167 1 3) Find the mean, variance, and standard deviation for the return of three portfolios A, B, and C. Portfolio mean Portfolio Variance Portfolio Standard Deviation Sharpe Ratio Risk-Free Rate 0.21% 0.21% 0.21% 4) ) Given the risk free rate of 0.21%, figure out the Sharpe ratio and find the best portfolio