You have put together a portfolio of 3 stocks. Stock A has an expected return of 12%. Stock B has an expected return o

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answerhappygod
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You have put together a portfolio of 3 stocks. Stock A has an expected return of 12%. Stock B has an expected return o

Post by answerhappygod »

You have put together a portfolio of 3 stocks. Stock A has
an expected return of 12%. Stock B has an expected return of
8%. Stock C has an expected return of 15%. You have 5%
of your money in Stock A, 15% of your money in Stock B, and the
remaining 80% in Stock C. The correlation between A and B is
0.30, the correlation between A and C is 0.65, and the correlation
between B and C is 0.10. What is the expected return for your
portfolio? Only round your final answer.
Group of answer choices
13.80%
11.67%
9.72%
14.44%
None of the above are correct.
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