Question: Drifter Plc. Flint Plc. Bruno Plc. Average return 8% 11% 5% Variance 0.13 0.17 0.07 Covariance (Drifter & Flint) 0.03 Covariance (Drifter & Bruno) -0.01

Drifter Plc. Flint Plc. Bruno Plc. Average return 8% 11% 5% Variance 0.13 0.17 0.07 Covariance (Drifter & Flint) 0.03 Covariance (Drifter & Bruno) -0.01 Covariance (Flint & Bruno) 0.02 Portfolio weights % in Drifter 45% % in Flint 25% % in Bruno 30% i. Calculate the expected portfolio return and portfolio variance for this three asset portfolio ii. Outline the formula for calculating the minimum variance portfolio. What excel tool can be used to perform this task?

Drifter Plc	Flint Plc	Bruno Plc
Quattro Plc stock price 30 July 2015 ()	Exercise the call option?	Profit
20
25
30
35
40

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