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any one please share sloution 

please share sloution FIN630

waiting for solution ?

STOCK  A   B  C
EXPECTED RETURN (R) 17% 31% 21%
INVESTED (W) 20% 35% 45%
Formula  E(R) = w1R1 + w2Rq + ...+ wnRn 
0.034 0.1085 0.0945
0.237
23.7%
STOCK  A   B 
EXPECTED RETURN              30               28
INVESTED              55               45
Formula  E(R) = w1R1 + w2Rq + ...+ wnRn 
0.165 0.126
0.291
29.1%
Stock B is providing higher return.
STOCK  A   B 
EXPECTED RETURN 18% 21%
STANDAR DEVIATION 21% 24%
INVESTMENT 55% 45%
CORELATION                                0.90
Formula  Variance = (w(1)^2 x o(1)^2) + (w(2)^2 x o(2)^2) + (2 x (w(1)o(1)w(2)o(2)q(1,2)) 

 w(1) = the portfolio weight of the first asset 

 w(2) = the portfolio weight of the second asset 

 o(1) = the standard deviation of the first asset 

 o(2) = the standard deviation of the second asset 

Formula  Variance = (w(1)^2 x o(1)^2) + (w(2)^2 x o(2)^2) + (2 x (w(1)o(1)w(2)o(2)q(1,2)) 
1.33% 1.17% 2.25%
4.75%
 Standard Deviation = Square root of vairance 
21.8%

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