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You are arranging Stock A, Stock B, and Stock C (from prior). You are putting 57,000 in Stock B, 53,000 in Stock C, and 40,000
You are arranging Stock A, Stock B, and Stock C (from prior). You are putting 57,000 in Stock B, 53,000 in Stock C, and 40,000 in Stock A. Recall that the. Stock A Ri = -0.20, -0.17, -0.11, 0.03, 0.09, 0.12, 0.17, and 0.3 Pi = 0.10, 0.07, 0.03, 0.11, 0.15, 0.17, 0.17, and 0.2
Stock B Ri = -0.10, -0.13, -0.10, 0.2, 0.7, 0.17, 0.19, and 0.2
Stock C Ri = -0.05, -0.04, -0.03, -0.02, -0.01, 0.01, 0.02, 0.03, 0.04 and 0.05
Requirement: Calculate the Expected return, Risk Measure, and Relative risk.
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