Question: Here are the returns on two stocks. Executive Fruit +9 +2 January February March April May June July August Digital Cheese +16 -3 +5 +7

Here are the returns on two stocks. Executive Fruit +9 +2 January February March April May June July August Digital Cheese +16 -3

Here are the returns on two stocks. Executive Fruit +9 +2 January February March April May June July August Digital Cheese +16 -3 +5 +7 -4 +3 -2 -8 +4 +14 +3 +7 -3 -2 a-1. Calculate the variance and standard deviation of each stock. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Digital Cheese Retum Executive Fruit Return % Variance % Standard deviation b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. (Negative amounts should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.) Month Portfolio Return January February March April | May June July August

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