Question: 5. Compute the expected return and risk on your portfolio using the following information: you invest 40%, 20%, and 40% in assets A, B, and

5. Compute the expected return and risk on your portfolio using

5. Compute the expected return and risk on your portfolio using the following information: you invest 40%, 20%, and 40% in assets A, B, and C, respectively: Expected returns on assets A, B, and C: 10%, 5%, and 2%, respectively. Standard deviations of A, B, and C are 10%, 5%, and 3%, respectively. The Covariances between the assets are all zero but the covariance between B and C which is 1. Complete in Excel 5. Compute the expected return and risk on your portfolio using the following information: you invest 40%, 20%, and 40% in assets A, B, and C, respectively: Expected returns on assets A, B, and C: 10%, 5%, and 2%, respectively. Standard deviations of A, B, and C are 10%, 5%, and 3%, respectively. The Covariances between the assets are all zero but the covariance between B and C which is 1. Complete in Excel

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