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What is the variance of A? What is the variance of B? What is the variance of C? What is the Correlation (A,A)? What is

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What is the variance of A?

What is the variance of B?

What is the variance of C?

What is the Correlation (A,A)?

What is the Correlation (B,B)?

What is the Correlation (C,C)?

What is the Covariance (A,A)?

What is the Covariance (A,B)?

What is the Covariance (A,C)?

What is the Covariance (B,A)?

What is the Covariance (B,B)?

What is the Covariance (B,C)?

What is the Covariance (C,A)?

What is the Covariance (C,B)?

What is the Covariance (C,C)?

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?

Please answer all questions from above :)

Create a portfolio using the three stocks and information below: Expected Return Stock A Standard Deviation 27.00% 17.00% 23.00% 29.00% 6.00% 29.00% Weight in Portfolio 31.00% 16.00% 53.00% Stock B Stock C --------------- 0.7600 ----------------------- -------------------- Correlation (A,B) Correlation (A,C) Correlation (B,C) 0.5900 ..................... 0.7000 (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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