1 6 Change Probability 4% 0 94% -6 2% You are examining three stock options that all cost $100 per share: Green Industries, Purple Corp., and Orange Inc. You have $200 to invest, and the broker will only sell whole shares. The free rate of return is 1.5%. Purple Industries nmin o 00 5 Change Probability 7 3% 0 96% 6. Using the provided stock performance data, calculate the expected value, variance, standard deviation, and Sharpe ratio for all three stocks. Present this information using a table. (9 points) Green Corp. 9 -5 1% 10 7. Using the covariance table provided, calculate the correlation, standard deviation, and Sharpe ratio of all three combinations of stock. Present this information in a table. (9 points) 11 12 Change Probability 5 7% 0 91% -6 2% 13 Orange Inc. 8. In two or three sentences, identify how you would invest your $200. Use the data you have calculated to justfy your decision. (7 points) 14 15 16 Stock 1 17 Purple 18 Green Stock 2 Green Orange Purnle Covariance 1.02961796 1.11305845 19 Orange 86537688 1 6 Change Probability 4% 0 94% -6 2% You are examining three stock options that all cost $100 per share: Green Industries, Purple Corp., and Orange Inc. You have $200 to invest, and the broker will only sell whole shares. The free rate of return is 1.5%. Purple Industries nmin o 00 5 Change Probability 7 3% 0 96% 6. Using the provided stock performance data, calculate the expected value, variance, standard deviation, and Sharpe ratio for all three stocks. Present this information using a table. (9 points) Green Corp. 9 -5 1% 10 7. Using the covariance table provided, calculate the correlation, standard deviation, and Sharpe ratio of all three combinations of stock. Present this information in a table. (9 points) 11 12 Change Probability 5 7% 0 91% -6 2% 13 Orange Inc. 8. In two or three sentences, identify how you would invest your $200. Use the data you have calculated to justfy your decision. (7 points) 14 15 16 Stock 1 17 Purple 18 Green Stock 2 Green Orange Purnle Covariance 1.02961796 1.11305845 19 Orange 86537688