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You have a three - stock portfolio. Stock A hasian expected return of 1 3 percent and a standard deviation of 3 8 percent, Stock
You have a threestock portfolio. Stock A hasian expected return of percent and a standard deviation of percent, Stock has an expected return of percent and a standard deviation of percent, and Stock has an expected return of percent and a standard deviation of percent. The correlation between Stocks A and is between Stocks A and is and between Stocks and is Your portfolio consists of percent Stock A percent Stock B and percent Stock C Calculate the expected return and standard deviation of your portfolio. The formula for calculating the variance of a threestock portfolio is:
Do not round intermediate calculations. Enter your answers as a percent rounded to decimal places.
tableExpected return,,
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