I am needing help with the formulas to solve these problems

pretty sure the r(p) is 11.10%

26 Tp 29 Hint: for the portoflio standard deviation, start by creating a table like the one in Section 30 25.1 for the N-asset case. In fact, begin by creating a table with the products of the 1 weights and standard deviations for each pair of stocks. If you are careful about how 2 you construct the formulas, you can copy them. Then take the results from this 3 intermediate table and multiply them by the correlations above 36 Wi 33.11% 53.85% 89.44% Hint: put the products of weights and standard deviations for each stock in this row 33% 54% Hint: the values in this box should equal wi X Si X Wj X Sj 4 Now multiply the products of wi x si x w 45 x s by the correlations given above to 46 create a table like the one in Section 3.1 Hint: the values in this box should equal wi x si x W, x s x rj Portfolio variance Hint: portfolio variance is the sum of all the values in the table immediately above 52 b. The partial model lists 66 different combinations of portfolio weights. For each 53 combination of weights, find the required return and standard deviation 55 Hint: Use the formula to calculate the variance for each portfolio and then copy it down 56 This formula should have six values in it: 1 for Stock A, 1 for Stock B, 1 for Stock C, one 57 for the cross-term of A and B, 1 for the cross-term of A and C, and 1 for the cross term of 58 B and C. The results for portfolio #36 should match your results in part a 59 60 62 Portofiio # Variance WA 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 WB 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 0.0 0.1 0.2 0.3 0.4 0.5 0.6 Wc 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0.0 0.9 0.8 0.7 0.6 0.5 0.4 0.3 65 70 72 73 74 75 76 10 12 13 78 79 80 15 16 17 18 B26 3 Problem:7 5 Following is information for the required returns and standard deviations of returns for 7 Here are the expected returns and standard deviations for stocks A, B, and C: Stock 7.0% 10.0% 20.0% 33.11% 53.85% 89.44% 13 Here is the correlation matrix 1.0000 0.1571 0.1891 0.1571 1.0000 0.1661 0.1891 0.1661 1.0000 17 19 a. Suppose a portfolio has 30 percent invested in A, 50 percent in B, and 20 percent in 20 C. What are the expected return and standard deviation of the portfolio? 22 WA 23 WB 30% wc 25 26 Tp 24 28