Question: please answer using paper, not excel formula Do ALL 20 multiple choice problems: 2.5 marks per question for a total of 50 marks. Use the
please answer using paper, not excel formula
Do ALL 20 multiple choice problems: 2.5 marks per question for a total of 50 marks. Use the following info to answer Questions 1-4: 1) What is the standard deviation of returns on Stock B ? a) 0.03 b) 0.10 c) 0.13 d) 0.15 2) What is the correlation of returns between Stock A and Stock B? a) 0.01 b) 0.7 c) 0.50 d) 0.53 3) What is the expected return on portfolio equally invested in Stock A and Stock B? a) 2.5% b) 5.0% c) 7.5% d) 9.4% 4) What is the standard deviation of returns on portfolio with 40% invested in Stock A and 60% invested in Stock B? a) 0.112 b) 0.125 c) 0.175 d) 0.100
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