1. Use the info below to calculate the return, Variance, and risk of the portfolio.

	Stock A	Stock B	Stock C
ER	8%	9%	13%
risk	16%	18%	13%
Wt	30%	20%	50%

Correlation matrix of stocks

	Stock A	Stock B	Stock C
Stock A	1	-0.3	0.8
Stock B	-0.3	1	0.3
Stock C	0.8	0.3	1

• A. 10.7%, 1.3%, and 11.5%, respectively
• B. 10.0 %, 1.3%, and 10.5%, respectively

• C. 11.0%, 1.0%, and 10.5%, respectively

• D. 11.1%, 1.1%, and 10.5%, respective