A D E F G H Points: MAX 10 There is a table with standard deviations and correlation coefficients of 7 stocks. Count variance and standard deviation of the following portfolio. You know that 20% was invested into CSA, 10% into KB, 5% into Kodak, 10 % into Amazon, 25 % LBP and 30% into DWA 1 2 3 4 5 6 7 8 correlation coefficient of the returns 9 CSA KB 1 10 11 12 13 14 15 16 Company CSA KB Kodak Amazon LBP DWA Kodak Amazon LBP 0.65 0.51 0.311 1 0.58 0.47 1 0.49 1 DWA 0.64 0.42 0.5 0.5 1 Standard deviation of the return 0.42 0.31 31 0.23 24 0.4 30 0.37 23 1 421 otes EXP 01 EXP 02 EXP 03 EXP 04 EXP 05