Question
Stock A B C Standard Deviation 22% 18% 16% Expected Return 12% 7% 5% The correlations among these three securities are: Stock A B C
| Stock | A | B | C |
| Standard Deviation | 22% | 18% | 16% |
| Expected Return | 12% | 7% | 5% |
The correlations among these three securities are:
| Stock | A | B | C |
| A | 1.00 | 0.75 | 0.50 |
| B |
| 1.00 | 0.25 |
| C |
|
| 1.00 |
You and your client also note that the risk free rate is 2%.
Please calculate the expected return and standard deviation of the three potential portfolios?
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The Routledge Handbook Of Integrated Reporting
Authors: Charl De Villiers, Warren Maroun, Pei-Chi Hsiao
1st Edition
0367233851, 978-0367233853
