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Q2: A. Weight of Stock A = 0.28, Weight of Stock B = 0.32, weight of stock C = 0.4. Calculate total risk of this
Q2: A. Weight of Stock A = 0.28, Weight of Stock B = 0.32, weight of stock C = 0.4. Calculate total risk of this portfolio using Markowitz theory & assuming that investor invested in three stocks A, B & C: (10 Marks) Year 1 2 Stock A 10% 12% 15% 20% Stock B 5% 8% -5% 12% Stock C 15% -4% 2% -3% Market 10% 15% 12% 14% 3 4
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