Stock	E[ri]	Standard Deviation
A	7.0%	33.11%
B	10.0%	53.85%
C	20.0%	89.44%

Correlation matrix:

	A	B	C
A	1.0000	0.1571	0.1891
B	0.1571	1.0000	0.1661
C	0.1891	0.1661	1.0000

please show the formula for the first two answers

53 b. The partial model lists 66 different combinations of portfolio weights. For each 54 combination of weights, find the required return and standard deviation. 56 Hint: Use the formula to calculate the variance for each portfolio and then copy it down. 57 This formula should have six values in it: 1 for Stock A, 1 for Stock B, 1 for Stock C, one 58 for the cross-term of A and B, 1 for the cross-term of A and C, and 1 for the cross term of 59 B and C. The results for portiolio #36 should match your results in part a. 55 60 61 62 EGel Variance 63 Portoflio # Wc WB WA 1.0 0.0 0.0 0.0 1 64 0.9 2 65 0.8 0.0 0.2 3 66 67 0.7 0.3 4 0.0 0.6 0.4 5 0.0 68 0.5 0.5 69 6 0.0 7 0.0 0.6 0.4 70 0.0 0.7 0.8 0.3 71 0.0 0.0 0.0 72 0.2 73 10 0.9 0.1 74 1.0 11 0.0 75 12 0.1 0.0 0.9 76 13 0.1 0.1 0.8 77 14 0.1 0.2 0.7 78 15 0.1 0.3 0.6 0.5 79 16 0.1 0.4 80 17 0.1 0.5 0.4 81 18 0.1 0.6 0.3 82 0.1 19 0.7 0.2 83 20 0.1 0.8 0.1 84 21 0.1 0.9 0.0 85 22 0.2 0.0 0.8 86 23 0.2 0.1 0.7 87 24 0.2 0.2 0.6 88 25 0.2 0.3 0.5 89 26 0.2 0.4 0.4 90 27 0.2 0.5 0.3 91 28 0.2 0.6 0.2 92 29 0.2 0.7 0.1 93 30 0.2 0.3 0.8 0.0 94 31 0.0 0.7 95 32 0.3 0.1 0.6 96 33 0.3 0.2 0.5 97 34 0.3 0.3 0.4 Build