Question: please help me solve these problem, all the necessary information have been provided andlow Help Park1 001.C04 pat 1. The past returns on asset A

please help me solve these problem, all the necessary information have been provided

please help me solve these problem, all the necessary information have beenprovided andlow Help Park1 001.C04 pat 1. The past returns on asset

andlow Help Park1 001.C04 pat 1. The past returns on asset A and Asset B are tabulated as follow: Year Return on asset A Return on asset B 1989 11% -4% 1990 9% 15% 1991 26% 8% 1992 12% 20% 1993 -3% 6% 1. Calculate average returns and standard deviations of asset A and asset B. 2. Calculate the covariance and the correlation coefficient between returns on asset A and asset B. 3. Calculate the average return and the standard deviation for each of following six portfolios. Portfolio #1 #2 #3 #4 #5 #6 Min Risk % invested in asset A (WA) 100 75 50 25 0 Calculate WA (Eq 8) invested in asset B (WB) 0 25 50 75 100 Calculate WB (Eq 8) Draw a graph similar to Fig 7-12 in page 210. You need to mark six portfolios in your graph. 5. Identify: a. the maximum return portfolio, b. efficient portfolios. c. the minimum risk portfolio.

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