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The table below shows standard deviations and correlation coefficients for seven stocks from different countries. Calculate the variance of a portfolio with equal investments in

The table below shows standard deviations and correlation coefficients for seven stocks from different countries. Calculate the variance of a portfolio with equal investments in each stock. (Use decimals, not percents, in your calculations. Do not round intermediate calculations. Round your answer to 4 decimal places.)

BHP Billiton Siemens Nestl LVMH Toronto Dominion Bank Samsung BP
BHP Billiton 1.00 0.31 0.36 0.40 0.14 0.40 0.14
Siemens 1.00 0.28 0.14 0.14 0.32 0.10
Nestl 1.00 0.07 0.08 0.00 0.08
LVMH 1.00 0.35 0.53 0.09
Toronto Dominion Bank 1.00 0.12 0.12
Samsung 1.00 0.11
BP 1.00
Standard deviation (%) 27.00 38.80 49.80 25.30 19.00 39.50 47.40
Portfolio variance

Consider the following information:

Stock Return if Market Return Is:
Stock 13% 10%
A 0 14
B 5 21
C 25 36
D 10 8
E 15 -10

What is the beta of each of the stocks? (Leave no cells blank - be certain to enter "0" wherever required. Use decimals, not percents, in your calculations. A negative value should be indicated by a minus sign. Round your answers to 1 decimal place.)

Stock Beta
A
B
C
D
E

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