Question: Here are the returns on two stocks. Digital Executive these Fruit: January +1? +6 February 4 +1 arch +6 +5 April +8 +15 May -5

Here are the returns on two stocks. Digital Executive these Fruit: January +1? +6 February 4 +1 "arch +6 +5 April +8 +15 May -5 +2 June +4 +4 July -3 4 August -9 *3 Required: a-'I. Calculate the variance and standard deviation of each stock. a-Z. Which stock is riskier if held on its own? b. New calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. 1:. Is the variance more or less than halfway between the variance of the two individual stocks

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