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  3. a) determine the expected return and standard devi

a) Determine the expected return and standard deviation of your portfolio if you invest 30%...

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Finance

a) Determine the expected return and standard deviation of your portfolio if you invest 30% in Stock A, 30% in Stock B, 30% in Stock C, and 10% in Stock D.
b) Calculate the amount of investment weights on Stock A and Stock B to achieve a portfolio of zero standard deviation.tock B.
Economic Conditions Probability RETURN RETURN RETURN RETURN
Stock A Stock B Stock C Stock D
Growth 30% -10% 80% 60% 10%
Normal 40% 30% 50% 0% 10%
Recession 20% 50% 20% -15% 10%
Expected Return
Variance
Standard Deviation

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