Question: providing the information for the and the question solve question 6 The information in the following tables pertains to questions 5-7 5. Assume you would
The information in the following tables pertains to questions 5-7 5. Assume you would like to create a portfolio composed of 20% of Stock A and 80% Stock B. What is the expected return of the portfolio? b.0.11A=0.20B=0.80(0200.10)+(0.80.2c.0.132[0.200.10]+(0.800.8002+(d.)0.180.02+0.16=0.18 A=0.2 6. Assume you would like to create a portfolio composed of 20% of Stock A and 80% * Stock B. What is the portfolio' standard deviation. a. 0.0134(0.220.08)+(0.820.162)+2(0.20.20.8). b. 0.0207=(0.040.064)0.04 (c) 0.1156=(0.040.064)0.04 ( ) 0.10.640.0256 (d.) 0.1440(0.640.0256)+(0.2560)+ 0.0135
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