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Probability Stock A Stock B Stock C 0.2 0.14 0.29 0.04 0.2 0.11 0.21 0.09 0.2 0.0525 0.25 0.14 0.4 -0.03 0.1 0.2 1) Find
Probability | Stock A | Stock B | Stock C |
0.2 | 0.14 | 0.29 | 0.04 |
0.2 | 0.11 | 0.21 | 0.09 |
0.2 | 0.0525 | 0.25 | 0.14 |
0.4 | -0.03 | 0.1 | 0.2 |
1) Find all Covariance between all possible point 2) Find all Correlation between all possible point
Portfolio | Stock A | Stock B | Stock C |
1 | 40% | 60% | |
2 | 60% | 40% | |
3 | 35% | 30% | 35% |
1) Calcuate Portfolio Variance
2) Calculate Expected Return for each portfolio
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