Compute the expected return and variance of the portfolio

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Reference no: EM131978405

You have 3 stocks in your portfolio with the following properties:

Stock Portfolio weight Expected Return Variance Correlation with A Correlation with B Correlation with C

A 20% 5% 10% 100% 20% 10%

B 50% 7% 20% 20% 100% 70%

C 30% 9% 35% 10% 70% 100%

Compute the expected return and variance of the portfolio.

Reference no: EM131978405

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