Question: Given the re-stated information below (and expected returns you should have already calculated), what is the correlation between Stock A and B returns? Suppose you

Given the re-stated information below (and expected returns you should have already calculated), what is the correlation between Stock A and B returns?

Given the re-stated information below (and expected returns you should have already

Suppose you are given the following information about 2 stocks, what is the return standard deviation of a portfolio weighted 55% in stock A and 45% in stock B?

  • E(RA)=16%E(RA)=16%
  • E(RB)=8%E(RB)=8%
  • A=22%A=22%
  • B=12%B=12%

please help I keep getting wrong

Prob State Dep Rec Norm Boom Stock A Stock B Return A Return B 0.1 -0.25 0.04 0.3 0.12. 0.18 0.4 0.33 -0.12 0.2 0.42 0.08

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