The correlation coefficients for each pair are shown in the following matrix,

with each cell in the matrix giving the correlation between the stock in that

row and column. For example, ${}_{AB}=0\mathrm{.}1571$ is in the row for A and the col$-$

umn for $B.$ Notice that the diagonal values are equal to $1$ because a variable

is always perfectly correlated with itself.

Suppose a portfolio has $30\%$ invested in A$,50\%$ in B$,$ and $20\%$ in C$.$ What

are the expected return and standard deviation of the portfolio?

The partial model lists six different combinations of portfolio weights.

For each combination of weights, find the required return and standard