please show the formula for each answer

8 Here are the expected returns and standard deviation for stocks A, B, and 10.0% 53.85% 14 Here is the correlation matrix 20 a. Suppose a portfolio has 30 percent invested in A, 50 percent in B, and 20 percent in 21 C. What are the expected return and standard deviation of the portfolio? NN 2016 27 - 30 Hint for the portoflio standard deviation, start by creating a table like the one in Section 31 25.1 for the Nasset case. In fact, begin by creating a table with the products of the 32 weights and standard deviations for each pair of stocks you we careful about how 30 you contract the formules, you can copy them. Then take the results from this 34 intermediate table and multiply them by the correlations above Hint: put the products of weights and standard deviations for each sock in this row Hint: the values in this box should equal W, XXW, Hint: the values in this box should equal w W 5 Now multiply the products of W S W 16 by the correlations given above to 47 create a table like the one in Section 3.1. Portfolio variance Hint: portfolio variance is the sum of all the values in the table immediately above