Create a portfolio using the three stocks and information below: Expected Return Standard Deviation Weight in Portfolio Stock A 23.00% 10.00% 17.00% Stock B 35.00% 26.00% 15.00% Stock...

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Finance

Create a portfolio using the three stocks and informationbelow:
Expected Return Standard Deviation Weight in Portfolio
Stock A 23.00% 10.00% 17.00%
Stock B 35.00% 26.00% 15.00%
Stock C 23.00% 12.00% 68.00%
---------------------- ---------------------- ---------------------- ----------------------
Correlation (A,B) 0.1000 ---------------------- ----------------------
Correlation (A,C) 0.2900 ---------------------- ----------------------
Correlation (B,C) 0.5700 ---------------------- ----------------------
(Do not round intermediate calculations. Record youranswers in decimal form and round your answers to 4 decimal places.Ex. x.xxxx)
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?

Answer & Explanation Solved by verified expert

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Expected ReturnStandard DeviationWeight in PortfolioVarianceStock A230010001700100Stock B350026001500676Stock See Answer

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Create a portfolio using the three stocks and informationbelow:Expected ReturnStandard DeviationWeight in PortfolioStock A23.00%10.00%17.00%Stock B35.00%26.00%15.00%Stock C23.00%12.00%68.00%----------------------------------------------------------------------------------------Correlation (A,B)0.1000--------------------------------------------Correlation (A,C)0.2900--------------------------------------------Correlation (B,C)0.5700--------------------------------------------(Do not round intermediate calculations. Record youranswers in decimal form and round your answers to 4 decimal places.Ex. x.xxxx)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	23.00%	10.00%	17.00%
Stock B	35.00%	26.00%	15.00%
Stock C	23.00%	12.00%	68.00%
----------------------	----------------------	----------------------	----------------------
Correlation (A,B)	0.1000	----------------------	----------------------
Correlation (A,C)	0.2900	----------------------	----------------------
Correlation (B,C)	0.5700	----------------------	----------------------