Question: Exercise 2. Suppose that you have the following statistics for the market and stock A and B: E[RM]=0.06, E[RA]=0.08, E[RB]=0.19, Var[RM]=0.10, Var[RA]=0.15, Var[RB]=0.92, Cov[RA,RM]=0.10, Cov[RA,RB]=0.30.

Exercise 2. Suppose that you have the following statistics for the market and stock A and B: E[RM]=0.06, E[RA]=0.08, E[RB]=0.19, Var[RM]=0.10, Var[RA]=0.15, Var[RB]=0.92, Cov[RA,RM]=0.10, Cov[RA,RB]=0.30. What are the and for each of the stocks?

Exercise 2. Suppose that you have the following statistics for the market and stoc E[RA] = 0.08, E[RB] = 0.19, Var[RM] = 0.10, Var[RA] = 0.15, Var[RB] Cov[RA, RB] = 0.30. What are the a, 8, and o for each of the stocks? = 0

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