Question 8 Compute the average return of the portfolio using the following data. Stock A has weight 0.2 and Stock B has weight 0.5. Stock C Stock B Stock A Date 1% 2% 5% t=1 3% 3% 1.5% t=2 0 3.0% O 2.5% O 2.7% 2.3% Question 9 Which of the following statement(s) about portfolios and portfolio diversification is true? None of the above Diversification protects against market movements. O When you combine assets in a portfolio, there is diversification. A portfolio's variance is a linear function of asset variances and covariances