Question: Create a portfolio using the three stocks and information below: Stock A Stock B Stock C Expected Return 5.00% 6.00% 29.00% Standard Deviation 35.00% 31.00%


Create a portfolio using the three stocks and information below: Stock A Stock B Stock C Expected Return 5.00% 6.00% 29.00% Standard Deviation 35.00% 31.00% 11.00% Weight in Portfolio 33.00% 12.00% 55.00% Correlation (A,B) Correlation (A,C) Correlation (B,C) 0.1800 0.1900 0.7400
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