In: Finance
Create a portfolio using the four stocks and information below:
((((please please make sure the answers 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 | ---------------------- | ---------------------- |
(Do not round intermediate calculations. Record your answers 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?