Suppose Johnson & Johnson and the Walgreen Company have the expected returns and volatilities shown below, with a correl
Posted: Sun Jul 03, 2022 12:53 pm
Company have the expected returns and volatilities shown below, with a correlation of 22.4%. E [R] 7.4% SD [R] 16.8% 9.9% 20.8% Johnson & Johnson Walgreen Company For a portfolio that is equally invested in Johnson & Johnson's and Walgreen's stock, calculate: a. The expected return. b. The volatility (standard deviation). a. The expected return. The expected return of the portfolio is%. (Round to one decimal place.) b. The volatility (standard deviation). The volatility of the portfolio is%. (Round to one decimal place.)
Suppose Johnson & Johnson and the Walgreen