Question: Your eccentric Aunt Claudia has left you $ 5 0 , 0 0 0 in BP shares plus $ 5 0 , 0 0 0

Your eccentric Aunt Claudia has left you $50,000 in BP shares plus $50,000 cash. Unfortunately, her will requires that the BP stock not be sold for one year and the $50,000 cash must be entirely invested in one of the stocks shown below.
\table[[,BHP,Billiton,BP,Siemens,Nestl,Sony,Sanofi,\table[[Agricultural],[Bank]]],[BHP Billiton,,1.00,0.44,0.21,-0.05,0.21,0.15,0.24],[BP,,,1.00,0.40,0.24,0.27,0.36,0.27],[Siemens,,,,1.00,0.26,0.33,0.29,0.21],[Nestl,,,,,1.00,0.34,0.27,-0.06],[Sony,,,,,,1.00,0.27,0.35],[Sanofi,,,,,,,1.00,0.17],[Agricultural Bank,,,,,,,,1.00],[Standard deviation, %,,26.2,22.8,22.5,13.6,27.6,17.5,25.5]]
a. Calculate the portfolio variance for seven different portfolios.
Note: Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answers as a decimal rounded to 5 places.
b. What is the safest attainable portfolio under these restrictions?
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Calculate the portfolio variance for seven different portfolios.
Note: Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter your answers as a decimal rounded to 5 places.
Portfolio
Variance
 Your eccentric Aunt Claudia has left you $50,000 in BP shares

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