In: Finance
Probability | Stock A | Stock B | Stock C |
0.2 | 0.14 | 0.29 | 0.04 |
0.2 | 0.11 | 0.21 | 0.09 |
0.2 | 0.0525 | 0.25 | 0.14 |
0.4 | -0.03 | 0.1 | 0.2 |
1) Find all Covariance between all possible point
2) Find all Correlation between all possible point
Portfolio | Stock A | Stock B | Stock C |
1 | 40% | 60% | |
2 | 60% | 40% | |
3 | 35% | 30% | 35% |
1) Calcuate Portfolio Variance
2) Calculate Expected Return for each portfolio