Question: PLEASE ANSWER USING EXCEL. PLEASE DO NOT USE CHATGPT OR OTHER AI TECHNOLOGY TO ANSWER. ( Portfolio of two stocks ) The following spreadsheet presents

PLEASE ANSWER USING EXCEL. PLEASE DO NOT USE CHATGPT OR OTHER AI TECHNOLOGY TO ANSWER.(Portfolio of two stocks) The following spreadsheet presents data for stocks A and B.
\table[[,A,B,C(Portfolio of two stocks) The following spreadsheet presents data for stocks A and B.
1
2345678
AB C RETURN STATISTICS OF STOCKS A AND B Stock A
Average return Variance
Standard deviation
Covariance of return, Cov(rA,rB) Correlation of return
15%0.12
34.64%0.01600.1746--=B7/(B5*C5)
a. What are the return and the standard deviation of a portfolio com-posed of 30% of stock A and 70% of stock B?
b. What are the return and the standard deviation of an equally weighted portfolio of stocks A and B?
 PLEASE ANSWER USING EXCEL. PLEASE DO NOT USE CHATGPT OR OTHER

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!