Question: please help Score: U of 1 pt Question Help P 12-8 (similar to) Stocks A and B have the following returns: Stock A 0.09 0.06
Score: U of 1 pt Question Help P 12-8 (similar to) Stocks A and B have the following returns: Stock A 0.09 0.06 0.12 -0.02 0.09 Stock B 0.06 0.03 0.06 0.02 -0.02 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 0.47, what is the expected return and standard deviation of a portfolio of 68% stock A and 32% stock B? a. What are the expected retums of the two stocks? The expected return for stock Ais (Round to three decimal places.)
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
