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What is the Covariance (B,B)? What is the expected return on the portfolio above? What is the variance on the portfolio above? Create a portfolio

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What is the Covariance (B,B)?

What is the expected return on the portfolio above?

What is the variance on the portfolio above?

Create a portfolio using the three stocks and information below: Expected Return Stock A Stock B Stock C 20.00% 24.00% 30.00% Standard Deviation 23.00% 29.00% 17.00% Weight in Portfolio 12.00% 11.00% 77.00% 0.6300 Correlation (A,B) Correlation (A,C) Correlation (B,C) 0.5600 0.8400

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