Create a portfolio using the three stocks and information below: Expected Return Standard Deviation Weight in Portfolio Stock A 26.00% 28.00% 26.00% Stock B 32.00% 33.00% 23.00% Stock...

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Finance

Create a portfolio using the three stocks and informationbelow:
Expected Return Standard Deviation Weight in Portfolio
Stock A 26.00% 28.00% 26.00%
Stock B 32.00% 33.00% 23.00%
Stock C 15.00% 15.00% 51.00%
---------------------- ---------------------- ---------------------- ----------------------
Correlation (A,B) 0.5100 ---------------------- ----------------------
Correlation (A,C) 0.7200 ---------------------- ----------------------
Correlation (B,C) 0.7900 ---------------------- ----------------------
(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 Correlation (A,A)?
What is the Correlation (B,B)?
What is the Correlation (C,C)?
What is the Covariance (A,A)?
What is the Covariance (A,B)?
What is the Covariance (A,C)?
What is the Covariance (B,A)?
What is the Covariance (B,B)?
What is the Covariance (B,C)?
What is the Covariance (C,A)?
What is the Covariance (C,B)?
What is the Covariance (C,C)?
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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Create a portfolio using the three stocks and informationbelow:Expected ReturnStandard DeviationWeight in PortfolioStock A26.00%28.00%26.00%Stock B32.00%33.00%23.00%Stock C15.00%15.00%51.00%----------------------------------------------------------------------------------------Correlation (A,B)0.5100--------------------------------------------Correlation (A,C)0.7200--------------------------------------------Correlation (B,C)0.7900--------------------------------------------(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 Correlation (A,A)?What is the Correlation (B,B)?What is the Correlation (C,C)?What is the Covariance (A,A)?What is the Covariance (A,B)?What is the Covariance (A,C)?What is the Covariance (B,A)?What is the Covariance (B,B)?What is the Covariance (B,C)?What is the Covariance (C,A)?What is the Covariance (C,B)?What is the Covariance (C,C)?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?

	Expected Return	Standard Deviation	Weight in Portfolio
Stock A	26.00%	28.00%	26.00%
Stock B	32.00%	33.00%	23.00%
Stock C	15.00%	15.00%	51.00%
----------------------	----------------------	----------------------	----------------------
Correlation (A,B)	0.5100	----------------------	----------------------
Correlation (A,C)	0.7200	----------------------	----------------------
Correlation (B,C)	0.7900	----------------------	----------------------