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which one is the correct answer Use the table for the question(s) below. Consider the following expected returns, volatilities, and correlations: Stock Expected Standard Correlation

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which one is the correct answer

Use the table for the question(s) below. Consider the following expected returns, volatilities, and correlations: Stock Expected Standard Correlation Correlation Correlation Return Deviation with Boeing with Google with Amazon 15% 6% 1.0 -0.5 0.1 Boeing Google 40% 24% -0.5 1.0 0.7 Amazon 30% 14% 0.1 0.7 1.0 The expected return of a portfolio that consists of a long position of $9000 in Amazon, a long position of $2000 in Google, and a short position of $3000 in Boeing is closest to: O 15.6% 19.1% 0 28.3% 33.2% O 38.1%

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