Question: Create a portfolio using the two stocks and information below: Expected Return Standard Deviation 38.00% 40.00% Weight in Portfolio Stock A Stock EB 21.00% 28.00%

Create a portfolio using the two stocks and information below: Expected Return Standard Deviation 38.00% 40.00% Weight in Portfolio Stock A Stock EB 21.00% 28.00% 35.00% 65.00% Correlation (A,B) 0.5400 (Do not round intermediate calculations. Record your answers in decimal form and round your answers to 4 decimal places. Ex. x.xxxx) What is the variance of A? What is the variance of B? What is the Correlation (A,A)? What is the Correlation (B,B)? What is the Covariance (A,A)? What is the Covariance (A,B)? What is the Covariance (B,A)? What is the Covariance (B,B)? What is the expected return on the portfolio above? What is the variance on the portfolio above? What is the standard deviation on the portfolio above
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