b-1. | What are the covariances between the pairs of securities? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your final answers to 5 decimal places (e.g., 32.16161).) | | Covariance | Security 1 & 2 | | Security 1 & 3 | | Security 2 & 3 | | | b-2. | What are the correlations between the pairs of securities? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your final answers to 4 decimal places (e.g., 32.1616).) | | Correlation | Security 1 & 2 | | Security 1 & 3 | | Security 2 & 3 | | | c-1. | What is the expected return of a portfolio with half of its funds invested in Security 1 and half in Security 2? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) | | Expected return | Security 1 & 2 | % | | c-2. | What is the standard deviation of a portfolio with half of its funds invested in Security 1 and half in Security 2? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) | | Standard deviation | Security 1 & 2 | % | | d-1. | What is the expected return of a portfolio with half of its funds invested in Security 1 and half in Security 3? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) | | Expected return | Security 1 & 3 | % | | d-2. | What is the standard deviation of a portfolio with half of its funds invested in Security 1 and half in Security 3? (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).)) | | Standard deviation | Security 1 & 3 | % | | e-1. | What is the expected return of a portfolio with half of its funds invested in Security 2 and half in Security 3? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) | | Expected return | Security 2 & 3 | % | | e-2. | What is the standard deviation of a portfolio with half of its funds invested in Security 2 and half in Security 3? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) | | Standard deviation | Security 2 & 3 | % | |