Question: Standard Expected Return Weight in Deviation Portfolio Stock A 28.00% 15.00% 36.00% Stock B 21.00% 21.00% 37.00% Stock C 28.00% 21.00% 27.00% Correlation 0.7400 (A,B)

Standard Expected Return Weight in Deviation Portfolio Stock A 28.00% 15.00% 36.00% Stock B 21.00% 21.00% 37.00% Stock C 28.00% 21.00% 27.00% Correlation 0.7400 (A,B) Correlation 0.0700 (A,C) Correlation 0.1600 (B,C)

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