PROVIDE ALL STEP BY STEP CALCULATIONS. NO EXCEL ALLOWED.

Suppose there are three stocks in the market - A, B, and C - with the following properties: Expected Return Standard Deviation A B TB = 20% rc = 20% C = 40% TA = 5% A = 10% OB = 40% The return on stock C is not correlated with A and B. Correlation of returns between A and B is PA,B = -0.5. (c) Suppose that an investor constructs an equally weighted portfolio out of stocks A, B, and C. What is the standard deviation and expected return of her portfolio