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Create a portfolio using the four stocks and informationbelow:((((please please make sure the answers are correctplease))))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?
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