Consider a portfolio of johnson amp johnson jnj macyrsquos


Consider a portfolio of Johnson & Johnson (JNJ), Macy’s (M) and NVidia Corp (NVDA) with weights of 40%, 30% and 30% respectively. The expected returns on the three stocks are 12% per year, 11% per year and 18% per year, respectively. What is the expected return of the portfolio? Suppose the standard deviations of the returns are 28%, 32% and 40%, respectively. What is the maximum possible value of the standard deviation of portfolio returns?

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Financial Management: Consider a portfolio of johnson amp johnson jnj macyrsquos
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