Question: Question 3 Expected returns and standard deviations of three risky assets are as follows:Expected returnsStandard deviation a . Calculate the expected return and standard deviation

Question 3 Expected returns and standard deviations of three risky assets are as follows:Expected returnsStandard deviation a. Calculate the expected return and standard deviation of a portfolio of stocks \(\mathrm{A},\mathrm{B}\) and C . Assume an equal investment in each stock. b. Compute the Sharpe ratio of a portfolio that has \(30\%\) in A,30\% in B and \(40\%\) in C. The risk-free interest rate is \(4\%\). c. Assume a portfolio of asset \( B \) and \( C \). Determine the weight in asset \( B \), such that the total portfolio risk is minimized. (Hint: the minimum variance portfolio)
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Question 3 Expected returns and standard

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