You hold an equally-weighted (half invested in each) portfolio consisting of two stocks A and B, whose returns for the p
Posted: Wed Mar 09, 2022 8:48 am
You hold an equally-weighted (half invested in each) portfolio consisting of two stocks A and B, whose returns for the past three years are given below. Year 2018 2019 Stock A 28% Stock B -10% 26% -8% 12% 2020 6% What are the average return and standard deviation of your portfolio AB? Average return is %, standard deviation is %. Round your answer to a whole number, e.g., x or xx. (Hint: Think of portfolio return each year.)