Question: Please answer last question: the standard deviation of the return for the portfolio is a Stocks A and B have the following returns: (Click on

 Please answer last question: "the standard deviation of the return for

Please answer last question: "the standard deviation of the return for the portfolio is"

a Stocks A and B have the following returns: (Click on the following icon 9. in order to copy its contents into a spreadsheet.) Stock A Stock B 1 0.09 0.06 0.06 0.01 0.13 0.03 -0.01 0.01 5 0.08 -0.02 2 3 4 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.43, what is the expected return and standard deviation of a portfolio of 55% stock A and 45% stock B? ine expected return for SiOCK AIS U.07. (Round to three decimal places.) The expected return for stock B is 0.018. (Round to three decimal places.) b. What are the standard deviations of the returns of the two stocks? The standard deviation of the return for stock A is 0.0515 . (Round to four decimal places.) The standard deviation of the return for stock B is 0.0295. (Round to four decimal places.) c. If their correlation is 0.43, what is the expected return and standard deviation of a portfolio of 55% stock A and 45% stock B? The expected return for the portfolio is 0.0464. (Round to four decimal places.) The standard deviation of the return for the portfolio is 0.0151. (Round to four decimal places.)

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