Create a portfolio using the four stocks and information below:

Expected Return Standard Deviation Weight in Portfolio

Stock A 18.00% 19.00% 29.00%

Stock B 8.00% 16.00% 28.00%

Stock C 6.00% 31.00% 26.00%

Stock D 8.00% 16.00% 17.00%

Correlation (A,B) 0.5000

Correlation (A,C) 0.5200

Correlation (A,D) 0.8700

Correlation (B,C) 0.4700

Correlation (B,D) 0.2900

Correlation (C,D) 0.1200

(Do not round intermediate calculations. Record your answers in decimal form and round your answers to 4 decimal places. Ex. x.xxxx)

What is the Correlation (A,A)?

What is the Correlation (B,B)?

What is the Correlation (C,C)?

What is the Correlation (D,D)?

What is the Covariance (A,A)?

What is the Covariance (A,B)?

What is the Covariance (A,C)?

What is the Covariance (A,D)?

What is the Covariance (B,A)?

What is the Covariance (B,B)?

What is the Covariance (B,C)?

What is the Covariance (B,D)?

What is the Covariance (C,A)?

What is the Covariance (C,B)?

What is the Covariance (C,C)?

What is the Covariance (C,D)?

What is the Covariance (D,A)?

What is the Covariance (D,B)?

What is the Covariance (D,C)?

What is the Covariance (D,D)?

What is the expected return on the portfolio above?

What is the variance on the portfolio above?

What is the standard deviation on the portfolio above?