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?
make sure they are all answered and they are correct please

Answer & Explanation Solved by verified expert

4.3 Ratings (884 Votes)

1 Variance of A Standard Deviation 2 212 441 2 Variance of B Standard Deviation 2 172 289 3 Variance of C Standard Deviation 2 122 144 4 Variance of D Standard Deviation 2 222 484 5 Correlation AA Covariance AA SDA SDA Variance of A SDA SDA 4412121 1 6 Correlation BB Covariance BB SDB SDB Variance of B SDB SDB 2891717 1 7 Correlation CC 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?make sure they are all answered and they are correct please

	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	----------------------	----------------------