Question: Question 4 a) Calculate the expected return and standard deviation of Asset A. b) Calculate the expected return and standard deviation of Asset B. c)

Question 4 a) Calculate the expected return and standard deviation of

Question 4 a) Calculate the expected return and standard deviation of Asset A. b) Calculate the expected return and standard deviation of Asset B. c) Calculate the expected return and standard deviation of Asset C. d) Calculate the correlation coefficient of Asset A and Asset C. e) Using the three assets, construct a portfolio that has an expected return of 7.5% and the weight of Asset A is 1.5 times of the weight of Asset B. f) Given the covariance between Asset A and Asset B is 0.0002385 , and the covariance between Asset B and Asset C is 0.0020628 , calculate the standard deviation of the portfolio in part e)

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