Create a portfolio using the four stocks and information below:
Expected Return Standard...
Create a portfolio using the four stocks and information below:
Expected Return Standard Deviation Weight in Portfolio
Stock A 23.00% 16.00% 10.00%
Stock B 18.00% 10.00% 25.00%
Stock C 28.00% 24.00% 23.00%
Stock D 14.00% 26.00% 42.00%
Correlation (A, B) 0.5100
Correlation (A, C) 0.3700
Correlation (A, D) 0.0600
Correlation (B, C) 0.8800
Correlation (B, D) 0.3500
Correlation (C, D) 0.6100
(Do not round intermediate calculations. Record your answers in decimal form and round your answers to 4 decimal places. Ex. x.)
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?
Answers: 3
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