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Your eccentric Aunt Claudia has left you 5 0 , 0 0 0 in BP shares plus 5 0 , 0 0 0 cash. Unfortunately,

Your eccentric Aunt Claudia has left you 50,000 in BP shares plus50,000 cash. Unfortunately, her will requires that the BP stock not be sold for one year and the 50,000 cash must be entirely invested in one of the stocks shown below. [[,BHP,Billiton,BP,siemens,Nestl,Sony,Sanofi,[[Agricultural],[Bank]]],[BHP Billiton,,1.00,0.44,0.21,-0.05,0.21,0.15,0.24],[BP,,,1.00,0.40,0.24,0.27,0.36,0.27],[Siemens,,,,1.00,0.26,0.33,0.29,0.21],[Nestl,,,,,1.00,0.34,0.27,-0.06],[Sony,,,,,,1.00,0.27,0.35],[Sanofi,,,,,,,1.00,0.17],[Agricultural Bank,,,,,,,,1.00],[Standard deviation, ,,26.2,22.8,22.5,13.6,27.6,17.5,25.5]] a. Calculate the portfolio variance for seven different portfolios. Note: Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answers as a decimal rounded to 5 places. b. What is the safest attainable portfolio under these restrictions? Complete this question by entering your answers in the tabs below. Required A Calculate the portfolio variance for seven different portfolios. Note: Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answers as a decimal rounded to 5 places.

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