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Stocks A and B have the following returns: (Click on the following icon in order to copy its contents into a spreadsheet
Posted: Tue Nov 23, 2021 8:50 am
by answerhappygod
- Stocks A And B Have The Following Returns Click On The Following Icon In Order To Copy Its Contents Into A Spreadsheet 1 (157.22 KiB) Viewed 68 times
Stocks A and B have the following returns: (Click on the following icon in order to copy its contents into a spreadsheet.) 1 2 Stock A 0.09 0.05 0.13 -0.03 0.07 Stock B 0.04 0.02 0.04 0.03 -0.02 3 4 5 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.46, what is the expected return and standard deviation of a portfolio of 61% stock A and 39% stock B?