Question: Now construct a portfolio that invest the same amount on each of the two stocks ( i . e . , the weight of each

Now construct a portfolio that invest the same amount on each of the two stocks (i.e., the
weight of each stock in the portfolio is 1/2). Calculate the annualized average return, annualized
standard deviation, and beta of your portfolio. Any changes on the risk? What is the 95%
confidence interval of future returns of the portfolio using the annualized average return and
annualized standard deviation?

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