Question: Please help me calculate the Variance and Standard Deviation for part A. Thank You. value: 2.00 points Problem 11-25 Portfolio Returns and Deviations [LO 2]
value: 2.00 points Problem 11-25 Portfolio Returns and Deviations [LO 2] Consider the following information on a portfolio of three stocks: Stock C Rate of Retu .53 .27 -37 State of Probability of Stock A Rate of Return .09 Stock B Rate of Return 34 . 19 .18 EconomyState of Economy Boom Normal Bust .12 .53 35 .18 Required: (a) If your portfolio is invested 36 percent each in A and B and 28 percent in C, what is the portfolio's expected return, the variance, and the standard deviation? (Do not round intermediate calculations Round your variance answer to 5 decimal places (e.g., 32.16161) and input your other answers as a percentage rounded to 2 decimal places (e.g., 32.16).) 10.89 % Expected return Variance Standard deviation 0.00170 4.13 %
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