Question: please solve it as soon as 5 minute please The following are possible states of the economy and the returns associated with stocks A and

please solve it as soon as 5 minute please
The following are possible states of the economy and the returns associated with stocks A and B in those states. State Return on A Probability Return on B Good 24% 0.3 30% Normal 36% 0.4 18% Bad 48% 0.3 -6% Calculate 1) covariance 2) coefficient 3) the expected return of the portfolio consisting of A & B The weight in stock A is 60% 4) the standard deviation of a portfolio comprised of stocks A and B. The weight in stock A is 60%
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
