Question: please use excel format Consider the following information. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What
Consider the following information. Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the expected return of the portfolio? What is the variance of this portfolio? The standard deviation? Input area: State Boom Good Poor Bust weights Probability 0.15 0.45 0.30 0.10 Stock A 0.35 0.16 (0.01) (0.10) 0.30 Stock B 0.40 0.17 (0.03) (0.12) 0.40 Stock C 0.28 0.09 0.01 (009) 0.80 (Use cells A6 to E11 from the given information to complete this question.) Output area: Probability Product Portfolio return Product Return deviation Squared deviation Stock A Boom Good Poor Bust E(R) Variance Standard deviation
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