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{"ops":[{"insert":". Layla desires to form an investment portfolio by using the following stocks. The four stocks\u2019 returns, and variance-covariance matrix are given as follows.\n Stock\n Return %\n Stock\n Return %\n \u00a0\n Var-Cov\n X\n Y\n Z\n V\n X\n 8\n \u00a0\n X\n 25\n 20\n -13.5\n 30\n Y\n 10\n \u00a0\n Y\n 20\n 64\n 7.2\n 24\n Z\n 15\n \u00a0\n Z\n -13.5\n 7.2\n 81\n -18\n V\n 18\n \u00a0\n V\n 30\n 24\n -18\n 100\n \u00a0\n \n Assume short selling is allowed.\na) Calculate the expected return and standard deviation of an equally weighted portfolio of the four stocks.\nb) What weight combinations will give the minimum standard deviation portfolio?\u00a0What are the expected return and standard deviation of that portfolio?\nc) If Layla desires 16% rate of return, what weight combinations give that? What is the minimum standard deviation of that portfolio?\u00a0\u00a0\n"}]}
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