for $A,B,$ and $C$ :

The correlation coefficients for each pair are shown in the following matrix, with each cell in the matrix giving the correlation between the stock in that row

and column. For example, ${}_{AB}=0\mathrm{.}1554$ is in the row for A and the column for $B.$ Notice that the diagonal values are equal to $1$ because a variable is

always perfectly correlated with itself.

The data has been collected in the Microsoft Excel file below. Download the spreadsheet and perform the required analysis to answer the questions below.

Do not round intermediate calculations. Round your answers to two decimal places.

Download spreadsheet Ch$03$ P$07$ Build a Model$-094$f$6$f$.$xIsx

a$.$ Suppose a portfolio has $10\%$ invested in A$,30\%$ in B$,$ and $60\%$ in $C.$ What are the expected return and standard deviation of the portfolio?

Expected return:

$\%$

Standard deviation:

$\%$

b$.$ The partial model lists sixty six different combinations of portfolio weights $($only six of them are shown below$).$ For each combination of weights, find

the required return and standard deviation.