Question: please i am now exms!! Question (9 Marks): As a portfolio manager if you got the following information about three stocks, the correlation coefficient between

please i am now exms!! Question (9 Marks): As a portfolio

please i am now exms!!

Question (9 Marks): As a portfolio manager if you got the following information about three stocks, the correlation coefficient between AB = 0.02, Corr A, C = 0.04, and the Corr B,C = 0.00 find: 1. The Portfolio Expected Return? 2. What is the portfolio standard deviation? 3. Portfolio Beta? Stock Weight Expected Return Beta Standard Deviation 0.12 0.60 0.16 0.80 A B 0.08 0.10 0.90 0.30 0.10 0.15 0.05 1.40

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