You are analyzing a 3 asset portfolio. You are given the following information about Stocks A, B and C (Hint these numbers are EXACTLY the same as we did in class): 5 Return A Return B Return C % 10% 15% St. Dev. St. Dev. St. Dev. Corr (AB) 0.15 Corr (3.0) Corr 0.30 020) The risk-free rate is 4% ROUND YOUR ANSWERS TO THE NEAREST TENTH OF A PERCENT EXAMPLE 5.1 for an answer of 5.08% Given a Standard Deviation of 12%, the highest return the portfolio can achieve is The lowest Standard Deviation amongst all possible portfoliosis You are analyzing a 3 asset portfolio. You are given the following information about Stocks A, B and C (Hint these numbers are EXACTLY the same as we did in class): 5 Return A Return B Return C % 10% 15% St. Dev. St. Dev. St. Dev. Corr (AB) 0.15 Corr (3.0) Corr 0.30 020) The risk-free rate is 4% ROUND YOUR ANSWERS TO THE NEAREST TENTH OF A PERCENT EXAMPLE 5.1 for an answer of 5.08% Given a Standard Deviation of 12%, the highest return the portfolio can achieve is The lowest Standard Deviation amongst all possible portfoliosis