State	Probability of Outcome	Return on Security 1	Return on Security 2	Return on Security 3
1	.14	.205	.205	.055
2	.36	.155	.105	.105
3	.36	.105	.155	.155
4	.14	.055	.055	.205

A-1) What is the expected return of each security? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)

Security1 %

Security2 %

Security3 %

A-2. What is the standard deviation of each security? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)

Security 1 %

Security 2 %

Security 3 % .

B-1) What are the covariances between the pairs of securities? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 5 decimal places, e.g., 32.16162.)

Security 1 & 2

Security 1 & 3

Security 2 & 3

B-2) What are the correlations between the pairs of securities? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.)

Security 1 & 2

Security 1 & 3

Security 2 & 3

C-1What is the expected return of a portfolio with half of its funds invested in Security 1 and half in Security 2? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

Security 1 & 2 %

C-2) What is the standard deviation of a portfolio with half of its funds invested in Security 1 and half in Security 2? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

Security 1 & 2 %

D-1) What is the standard deviation of a portfolio with half of its funds invested in Security 1 and half in Security 3? Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

Security 1 & 3 %

D-2) What is the expected return of a portfolio with half of its funds invested in Security 1 and half in Security 3? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

Security 1 & 3 %

PLEASE SHOW ALL EXCELL CALCULATIONS ANSWERS