Question
Use the info below to calculate: Stock A Stock B Stock C ER 12% 9% 23% risk 16% 18% 13% Wt 30% 20% 50% Correlation
- Use the info below to calculate:
|
| Stock A | Stock B | Stock C |
| ER | 12% | 9% | 23% |
| risk | 16% | 18% | 13% |
|
| |||
| Wt | 30% | 20% | 50% |
Correlation matrix of stocks
|
| Stock A | Stock B | Stock C |
| Stock A | 1 | -0.4 | 0.8 |
| Stock B | -0.4 | 1 | 0.3 |
| Stock C | 0.8 | 0.3 | 1 |
What is the return, Variance, and risk of the portfolio.
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Equity Valuation Risk And Investment A Practitioners Roadmap
Authors: Peter C. Stimes
1st Edition
0470226404, 9780470226407
