Please verify correct:

Here are the returns on two stocks. 00 1.76 points January February March April May June July August Digital Cheese +15 -4 +6 +8 -5 +4 -3 -9 Executive Fruit +8 +2 +7 +15 +3 +8 -4 -3 Required: a-1. Calculate the variance and standard deviation of each stock. a-2. Which stock is riskier if held on its own? b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. c. Is the variance more or less than halfway between the variance of the two individual stocks? Complete this question by entering your answers in the tabs below. Reg A1 Req A2 Reg B Reg C Calculate the variance and standard deviation of each stock. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Digital Cheese Retum 56.75% 7.53 Executive Fruit Return 34.75% 5.89 Variance Standard deviation Here are the returns on two stocks. 00 Digital Cheese Executive Fruit +8 +2 +7 +15 1.76 points January February March April May June July August +15 -4 +6 +8 -5 +4 -3 -9 +3 +8 -4 -3 Required: a-1. Calculate the variance and standard deviation of each stock. a-2. Which stock is riskier if held on its own? b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. c. Is the variance more or less than halfway between the variance of the two individual stocks? Complete this question by entering your answers in the tabs below. Req A1 Reg A2 Reg B Reg C Which stock is riskier if held on its own? Which stock is riskier if held on its own? Digital Cheese Here are the returns on two stocks. 00 January February 1.76 points March April May June July August Digital Cheese +15 -4 +6 +8 -5 +4 -3 -9 Executive Fruit +8 +2 +7 +15 +3 +8 -4 -3 Required: a-1. Calculate the variance and standard deviation of each stock. a-2. Which stock is riskier if held on its own? b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. c. Is the variance more or less than halfway between the variance of the two individual stocks? Complete this question by entering your answers in the tabs below. Reg A1 Reg A2 Reg B Reg C Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. (Negative amounts should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.) Month January February March April May Portfolio Return 11.50 (1.00) 6.50 11.50 (1.00) 6.00 (3.50) (6.00) June July August Here are the returns on two stocks. 8 1.76 points January February March April May June July August Digital Cheese +15 -4 +6 +8 -5 +4 -3 -9 Executive Fruit +8 +2 +7 +15 +3 +8 -4 -3 Required: a-1. Calculate the variance and standard deviation of each stock. a-2. Which stock is riskier if held on its own? b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. c. Is the variance more or less than halfway between the variance of the two individual stocks? Complete this question by entering your answers in the tabs below. Req A1 Reg A2 Reg B Reg C Is the variance more or less than halfway between the variance of the two individual stocks? Is the variance more or less than halfway between the variance of the two individual stocks? Less