Here are the returns on two stocks.

$\backslash$table$[[$Digital$,],[$Cheese$,$Executive$]]$

Required:

a$-1.$ Calculate the variance and standard deviation of each stock.

b$.$ Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks.

Answer is not complete.

Complete this question by entering your answers in the tabs below.

Req A$1$

Req A$2$

Req B

Req C

Calculate the variance and standard deviation of each stock. $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$

$\backslash$table$[[,\backslash$table$[[$Digital Cheese$],[$Retum$]],,\backslash$table$[[$Executive Fruit$],[$Return$]]],[$Variance$,7\mathrm{.}75,\%,26\mathrm{.}55$