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What is the variance on the portfolio above? What is the standard deviation on the portfolio above? Stock A Stock B Stock C Correlation (A,B)

Stock A Stock B Stock C Expected Return 22.00% 30.00% 11.00% Standard Deviation 28.00% 37.00% 40.00% Weight in Portfolio 23.00% 26.00% 51.00% Correlation (A,B) Correlation (A,C) Correlation (B,C) 0.1700 0.5100 0.5000

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

Stock A Stock B Stock C Correlation (A,B) Correlation (A,C) Correlation (B,C) Expected Return 22.00% 30.00% 11.00% 0.1700 0.5100 0.5000 Standard Deviation 28.00% 37.00% 40.00% - Weight in Portfolio 23.00% 26.00% 51.00% -

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