Question: Calculate the weighted average expected return, variance and standard deviation of the portfolio by completing the calculations in the table below: Table 1-1 Weight in

Calculate the weighted average expected return, variance and standard deviation of the portfolio by completing the calculations in the table below:

Table 1-1

Weight in portfolio:

Expected Return:

35.00%

40.00%

25.00%

Wal-Mart Stock

-20.00%

10.00%

20.00%

3M 10-year bond

-5.00%

5.00%

10.00%

Gold

30.00%

5.00%

-10.00%

Commodity futures

-15.00%

12.00%

25.00%

Cash

5.00%

3.00%

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