Question 6 (1 point) Stock T has an expected return of 9.1% per year and a standard deviation of expected return of 16.3
Posted: Wed Jul 06, 2022 6:45 pm
Question 6 (1 point) Stock T has an expected return of 9.1% per year and a standard deviation of expected return of 16.3% per year. Stock N has an expected return of 10.7% per year and a standard deviation of expected return of 19.8% per year. The correlation coefficient for the expected returns of the two stocks is 0.45. What is the standard deviation of the expected return for a portfolio that consists of 70% stock T and 30% stock N? 1) 16.0% 2) 17.0% 3) 18.0% 4) 15.0% 5) 19.0%