Question: 5. The following data is given about stocks A, B, and C. You have a portfolio with an expected return of 15%. What is the

5. The following data is given about stocks A, B, and C. You have a portfolio with an expected return of
15%. What is the standard deviation of the portfolio if 30% of the total investment is in Stock C?
Return and Risk Return Correlations
Stock E[r] [r] A B C
A 25% 50% 1.00 0.40 0.20
B 15% 40% 0.40 1.00 0.50
C 5% 30% 0.20 0.50 1.00

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