Question: #6 chapter 2. answer is not .83 or 83% Two-Asset Portfolio Stock A has an expected return of 14% and a standard deviation of 40%.

#6 chapter 2. answer is not .83 or 83% Two-Asset Portfolio Stock

#6 chapter 2. answer is not .83 or 83%

Two-Asset Portfolio Stock A has an expected return of 14% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 65%. The correlation coefficient between Stocks A and B is 0.2. What is the expected return of a portfolio invested 20% in Stock A and 80% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places. % What is the standard deviation of a portfolio invested 20% in Stock A and 80% in Stock B? Do not round intermediate calculations. Round your answer to two decimal places

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