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Create a portfolio using the four stocks and informationbelow:Expected ReturnStandard DeviationWeight in PortfolioStock A10.00%35.00%16.00%Stock B9.00%11.00%30.00%Stock C20.00%30.00%24.00%Stock D16.00%21.00%30.00%----------------------------------------------------------------------------------------Correlation (A,B)0.4500--------------------------------------------Correlation (A,C)0.6400--------------------------------------------Correlation (A,D)0.5900--------------------------------------------Correlation (B,C)0.7300--------------------------------------------Correlation (B,D)0.8700--------------------------------------------Correlation (C,D)0.3700--------------------------------------------(Do not round intermediate calculations. Record youranswers in decimal form and round your answers to 4 decimal places.Ex. x.xxxx)What is the variance of A?What is the variance of B?What is the variance of C?What is the variance of D?What is the Correlation (A,A)?What is the Correlation (B,B)?What is the Correlation (C,C)?What is the Correlation (D,D)?What is the Covariance (A,A)?What is the Covariance (A,B)?What is the Covariance (A,C)?What is the Covariance (A,D)?What is the Covariance (B,A)?What is the Covariance (B,B)?What is the Covariance (B,C)?What is the Covariance (B,D)?What is the Covariance (C,A)?What is the Covariance (C,B)?What is the Covariance (C,C)?What is the Covariance (C,D)?What is the Covariance (D,A)?What is the Covariance (D,B)?What is the Covariance (D,C)?What is the Covariance (D,D)?What is the expected return on the portfolio above?What is the variance on the portfolio above?What is the standard deviation on the portfolio above?