Question: Please show all work roblem risky assets [10 points Consider three risky asscts with the following propcrtics. questions Use this information to answer the following
roblem risky assets [10 points Consider three risky asscts with the following propcrtics. questions Use this information to answer the following Expected Return Standard Deviation Asset 1 Asset 2 Asset 3 13.00% 20.00% 17.00% 12.00% 25.00% 20.00% ovari ances: 1,2-0.0240 M,,- 0.0350 1. [3 points] What are the correlation coefficients for assets ( & 2), (1 & 3), (2 & 3)? 2. [3 points] What is the expected return for the portfolio that invests 30% in Asset 1, 30% in Asset 2, and 40% in Asset 3? [4 points] Compute the standard deviation for the portfolio that invests 30% in Asset 1.30% in Asset 2, and 40%, in Asset 3? 3
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