Create a portfolio using the four stocks and information below: Expected Return Standard Deviation Weight in Portfolio Stock A 21.00% 21.00% 15.00% Stock B 5.00% 17.00% 28.00% Stock...

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Finance

Create a portfolio using the four stocks and informationbelow:
Expected Return Standard Deviation Weight in Portfolio
Stock A 21.00% 21.00% 15.00%
Stock B 5.00% 17.00% 28.00%
Stock C 7.00% 12.00% 11.00%
Stock D 22.00% 22.00% 46.00%
---------------------- ---------------------- ---------------------- ----------------------
Correlation (A,B) 0.7000 ---------------------- ----------------------
Correlation (A,C) 0.4900 ---------------------- ----------------------
Correlation (A,D) 0.2500 ---------------------- ----------------------
Correlation (B,C) 0.4400 ---------------------- ----------------------
Correlation (B,D) 0.9600 ---------------------- ----------------------
Correlation (C,D) 0.2000 ---------------------- ----------------------
(Do not round intermediate calculations. Record youranswers in decimal form and round your answers to 4 decimal places.Ex. x.xxxx)
What is the variance of A?
What is the variance of B?
What is the variance of C?
What is the variance of D?
What is the Correlation (A,A)?
What is the Correlation (B,B)?
What is the Correlation (C,C)?
What is the Correlation (D,D)?
What is the Covariance (A,A)?
What is the Covariance (A,B)?
What is the Covariance (A,C)?
What is the Covariance (A,D)?
What is the Covariance (B,A)?
What is the Covariance (B,B)?
What is the Covariance (B,C)?
What is the Covariance (B,D)?
What is the Covariance (C,A)?
What is the Covariance (C,B)?
What is the Covariance (C,C)?
What is the Covariance (C,D)?
What is the Covariance (D,A)?
What is the Covariance (D,B)?
What is the Covariance (D,C)?
What is the Covariance (D,D)?
What is the expected return on the portfolio above?
What is the variance on the portfolio above?
What is the standard deviation on the portfolio above?
please i need the answers to be correct

Answer & Explanation Solved by verified expert

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Before answering the questions lets revise few importantconceptsKindly note that all of the concepts involve Sample asthe common word1 Sample Variance It is a measurement ofspread or distance of each number from its mean for a givendataset This is calculated by summing the squared differencebetween each number and its mean divided by the number of values inthe given dataset Also it is the square of standard deviation ofa given dataset This is See Answer

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Create a portfolio using the four stocks and informationbelow:Expected ReturnStandard DeviationWeight in PortfolioStock A21.00%21.00%15.00%Stock B5.00%17.00%28.00%Stock C7.00%12.00%11.00%Stock D22.00%22.00%46.00%----------------------------------------------------------------------------------------Correlation (A,B)0.7000--------------------------------------------Correlation (A,C)0.4900--------------------------------------------Correlation (A,D)0.2500--------------------------------------------Correlation (B,C)0.4400--------------------------------------------Correlation (B,D)0.9600--------------------------------------------Correlation (C,D)0.2000--------------------------------------------(Do not round intermediate calculations. Record youranswers in decimal form and round your answers to 4 decimal places.Ex. x.xxxx)What is the variance of A?What is the variance of B?What is the variance of C?What is the variance of D?What is the Correlation (A,A)?What is the Correlation (B,B)?What is the Correlation (C,C)?What is the Correlation (D,D)?What is the Covariance (A,A)?What is the Covariance (A,B)?What is the Covariance (A,C)?What is the Covariance (A,D)?What is the Covariance (B,A)?What is the Covariance (B,B)?What is the Covariance (B,C)?What is the Covariance (B,D)?What is the Covariance (C,A)?What is the Covariance (C,B)?What is the Covariance (C,C)?What is the Covariance (C,D)?What is the Covariance (D,A)?What is the Covariance (D,B)?What is the Covariance (D,C)?What is the Covariance (D,D)?What is the expected return on the portfolio above?What is the variance on the portfolio above?What is the standard deviation on the portfolio above?please i need the answers to be correct

	Expected Return	Standard Deviation	Weight in Portfolio
Stock A	21.00%	21.00%	15.00%
Stock B	5.00%	17.00%	28.00%
Stock C	7.00%	12.00%	11.00%
Stock D	22.00%	22.00%	46.00%
----------------------	----------------------	----------------------	----------------------
Correlation (A,B)	0.7000	----------------------	----------------------
Correlation (A,C)	0.4900	----------------------	----------------------
Correlation (A,D)	0.2500	----------------------	----------------------
Correlation (B,C)	0.4400	----------------------	----------------------
Correlation (B,D)	0.9600	----------------------	----------------------
Correlation (C,D)	0.2000	----------------------	----------------------