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Q1: Consider a portfolio of only three stocks (Stock X, Stock Y and Stock Z) Last 5 days prices of stock are as follows. Stock
Q1: Consider a portfolio of only three stocks (Stock X, Stock Y and Stock Z) Last 5 days prices of stock are as follows. Stock x Stock Y Stock z day 1 90 50 60 day 2 95 45 50 day 3 100 60 90 day 4 105 50 70 day 5 115 70 84 Weights of stock x and stock z in the portfolio is 40% and 26% Calculate the return and risk of Portfolio if Correlation of Stock (x and y) = 0.1 Stock (z and y) = 0.2 Stock (z and x) = -0.8
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