1. Please

- compute EACH portfolios average return and portfolio volatility.

- Compute the weighted return of the portfolio.

- Compute the variance of the portfolio.

- How does the portfolio compare to the others in terms of risk?

- How does the portfolio compare to the others in terms of return?

- Do the two investments in the portfolio have the same skew?

- Is there a difference between the types of correlation?

\begin{tabular}{|l|l|l|} \hline \multicolumn{1}{|c|}{ PORTFOLIO A } & \multicolumn{1}{|c|}{ PORTFOLIO B } & \multicolumn{1}{|c|}{ PORTFOLIO C } \\ \hline Buy 1 stock and short 1 stock & & \\ \hline & Buy any number of stocks (no shorting allowed) & Buy some stocks and short some other stocks. There should be 3 or more stocks in the portfolio \\ \hline \end{tabular} \begin{tabular}{|l|l|l|} \hline \multicolumn{1}{|c|}{ PORTFOLIO A } & \multicolumn{1}{|c|}{ PORTFOLIO B } & \multicolumn{1}{|c|}{ PORTFOLIO C } \\ \hline Buy 1 stock and short 1 stock & & \\ \hline & Buy any number of stocks (no shorting allowed) & Buy some stocks and short some other stocks. There should be 3 or more stocks in the portfolio \\ \hline \end{tabular}