H M PARTIAL CREDIT PROBLEM USE EXCEL FORMULAS AND EQUATIONS 32 POINTS 4 The stock of three companies have the following returns listed below) for the different states of the economy in the coming year: AY Calculate the expected return for PDK. (5 Points) B) Calculate the standard deviation for DK. (7 points) Calculate the coefficient of variation for PDK. (4 points) Calculate the correlation coefficient for Bosch and PDK. (4 points) 7 Form a portfolio with 20 percent in Bosch, 60 percent in Lucas, 25 percent in PDK and the remaining amount in the risk-free asset. The beta of Bosch is 1.50, the beta of Lucas is 2.65 and the beta of PDK 0.75 9 Calculate the expected return for the portfolio (Points) Calculate the standard deviation for the portfolio (7 points) 10 11 12 13 14 15 16 17 Expected Ret Bosch 0.158000 Bosch Std. Dev. = 0.132272 Covariance (Bosch, PDK) - 0.003888 0.15 Expected Ret. Lucas - 0.102000 Lucas Std. Dev. 0.039192 Covariance (Bosch, Lucas) - 0.005184 Por We az 19 0.4 0.25 EN Prob 0.6 04 0.2 04 Bosch cs 00 0.07 012 0.25 POK 0.18 0.24 0.15 RO 003 0.01 13 14 5 spec TOK 21 D. PON (20 Coothchend Varution POK Carolarion Contena Putra