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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 four stocks and information below: Expected Return 34.00% Stock A Stock B Standard Deviation 38.00% 27.00% 10.00% 32.00% 29.00% 33.00% 34.00% Weight in Portfolio 19.00% 20.00% 15.00% 46.00% Stock C Stock D 0.1000 Correlation (A,B) Correlation (A,C) Correlation (A,D) Correlation (B,C) Correlation (B,D) Correlation (C,D) 0.7600 0.5200 0.2300 EEEEEEEEEEEEEEEEEEEEEE 0.5000 0.8100

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