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What is the expected return on the portfolio above? What is the variance on the portfolio above? What is the standard deviation on the portfolio

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What is the expected return on the portfolio above?

What is the variance on the portfolio above?

What is the standard deviation on the portfolio above?

Create a portfolio using the three stocks and information below: Expected Return 7.00% 35.00% Weight in Portfolio 18.00% Stock A Standard Deviation 15.00% 20.00% 39.00% Stock B 31.00% Stock C 19.00% 51.00% ====================== =================== ===================== Correlation (A,B) Correlation (A,C) Correlation (B,C) 0.7600 0.4400 0.8500 (Do not round intermediate calculations. Record your answers in decimal form and round your answers to 4 decimal places. Ex. X.XXXX)

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