Question: Problem 11-28 Portfolio Standard Deviation Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .091, E(RB) = .151, OA

Problem 11-28 Portfolio Standard Deviation Suppose the expected returns and standard

Problem 11-28 Portfolio Standard Deviation Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .091, E(RB) = .151, OA = .361, and oB = .621. %3D a-1. Calculate the expected return of a portfolio that is composed of 36 percent A and 64 percent B when the correlation between the returns on A and B is .51. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Expected return a-2. Calculate the standard deviation of a portfolio that is composed of 36 percent A and 64 percent B when the correlation between the returns on A and B is .51. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) | % Standard deviation b. Calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficient between the returns on A and B is -.51. (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Standard deviation

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