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Based on the following information, State of economy Bear Normal Bull Probability of state of economy 0.30 0.50 0.20 Ret
Posted: Tue Nov 16, 2021 7:41 am
by answerhappygod
- Based On The Following Information State Of Economy Bear Normal Bull Probability Of State Of Economy 0 30 0 50 0 20 Ret 1 (25.59 KiB) Viewed 78 times
Based on the following information, State of economy Bear Normal Bull Probability of state of economy 0.30 0.50 0.20 Return on stock / -0.090 0.145 0.225 Return on stock X 0.048 0.069 0.099 a. Calculate the expected return and standard deviation for each of the following stocks. (Do not round the intermediate calculations. Round the final answer to 2 decimal places.) Stock ] Stock k % % Expected return Standard deviation % b. What are the covariance and correlation between the returns of the two stocks? (Do not round the intermediate calculations. Round the covariance answer to 6 decimal places. Round the correlation answer to 4 decimal places.) Covariance Correlation