Question: I need all incorrect answers Problem 8-6 The following are estimates for two stocks Expected The market Index has a standard deviation of 19% and
I need all incorrect answersProblem 8-6 The following are estimates for two stocks Expected The market Index has a standard deviation of 19% and the nisk-free rate is 6% a. What are the standard deviations of stocks A and B? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Answer is complete and correct. Stock A 32.74 Stock 47 01 b. Suppose that we were to construct a portfolio with proportions: Stock Stock T-bill Compute the expected return, standard deviation, beta, and nonsystematic standard deviation of the portfolio (Do not round Intermediate calculations. Enter your answer for Beto as a number, not a percent. Round your answers to 2 decimal places.) Answer is complete but not entirely correct. Expected retum Standard deviation Norsystematic
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