Suppose a portfolio has $40\%$ invested in A$,30\%$ in B$,$ and $30\%$ in C$.$ What are the expected return and standard deviation of the portfolio?

Expected return: $10\mathrm{.}50\%$

Standard deviation: $\_\_\_\_\_\_\_\_\_$

The partial model lists sixty six different combinations of portfolio weights $($only six of them are shown below$).$ For each combination of weights, find the required return and standard deviation.

wA wB wC $\backslash$sigma p Rp

$0\%80\%20\%\_\_\_\%11\mathrm{.}4\%$

$10\%70\%20\%\_\_\_\%\_\_\_\%$

$30\%10\%60\%\_\_\_\%\_\_\_\%$

$50\%20\%30\%\_\_\_\%\_\_\_\%$

$60\%10\%30\%\_\_\_\%\_\_\_\%$

$70\%20\%10\%\_\_\_\%\_\_\_\%$

If you seek a return of $10\mathrm{.}3\%,$ then what is the smallest standard deviation that you must accept?

$\_\_\_\_\_\_\%$