Find the following data on three different assets, A, B, C Also, a 3 asset portfolio is formed with $20 00 invested in A, $30 00 invested in B, and $40 00 invested in C Please calculate the required values and select accordingly economy probability return on asset A return on asset B return on asset C boom 20 20 25 7 avg 50 10 22 9 bust 30 8 15 12 Questions Weight of assets in portfolio A, B C Correlation coefficients between assets' returns between A B Correlation coefficients between assets' returns between B C Correlation coefficients between assets' returns between C A Expected value of return on assets A, B, C and portfolio Standard deviations of return on assets A, B, C and portfolio

Question: Find the following data on three different assets, A, B, & C. Also, a 3-asset portfolio is formed with $20.00 invested in A, $30.00 invested

Find the following data on three different assets, A, B, & C. Also, a 3-asset portfolio is formed with $20.00 invested in A, $30.00 invested in B, and $40.00 invested in C. Please calculate the required values and select accordingly.

economy	probability	return on asset A	return on asset B	return on asset C
boom	20%	20%	25%	7%
avg	50%	10%	22%	9%
bust	30%	8%	15%	12%

Questions

Weight of assets in portfolio: A, B & C?
Correlation coefficients between assets' returns: between A & B?
Correlation coefficients between assets' returns: between B & C?
Correlation coefficients between assets' returns: between C & A?
Expected value of return on assets A, B, C and portfolio?
Standard deviations of return on assets - A, B, C and portfolio?

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