Create a portfolio using the four stocks and information below:

	Expected Return	Standard Deviation	Weight in Portfolio
Stock A	29.00%	27.00%	17.00%
Stock B	30.00%	40.00%	13.00%
Stock C	16.00%	21.00%	25.00%
Stock D	11.00%	24.00%	45.00%
----------------------	----------------------	----------------------	----------------------
Correlation (A,B)	0.8200	----------------------	----------------------
Correlation (A,C)	0.1100	----------------------	----------------------
Correlation (A,D)	0.6800	----------------------	----------------------
Correlation (B,C)	0.2800	----------------------	----------------------
Correlation (B,D)	0.9700	----------------------	----------------------
Correlation (C,D)	0.1900	----------------------	----------------------

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

What is the Covariance (A,A)?

0.0729

What is the Covariance (A,B)?

0.0886

What is the Covariance (A,C)?

0.0062

What is the Covariance (A,D)?

0.0440

What is the Covariance (B,A)?

0.0886

What is the Covariance (B,B)?

0.16

What is the Covariance (B,C)?

0.0235

What is the Covariance (B,D)?

0.0931

What is the Covariance (C,A)?

0.0062

What is the Covariance (C,B)?

0.0235

What is the Covariance (C,C)?

0.0441

What is the Covariance (C,D)?

0.0096

What is the Covariance (D,A)?

0.0440

What is the Covariance (D,B)?

0.0931

What is the Covariance (D,C)?

0.0096

What is the Covariance (D,D)?

0.0576

What is the expected return on the portfolio above?

0.1778

What is the variance on the portfolio above?

What is the standard deviation on the portfolio above?

*answer the last two questions