Question: Using the following 3 securities calculate: 1. Expected return 2. Variance 3. Standard deviation 4. Correlation between all possible pairs 5. Covariance between all possible

Using the following 3 securities calculate: 1. Expected return 2. Variance 3. Standard deviation 4. Correlation between all possible pairs 5. Covariance between all possible pairs Probability Stock A .10 .10 .30 .20 .30 5% 5% 12% 6% 18% Stock B 35% 31% 30% 25% 17% Stock C 2% 6% 10% 15% 20%

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