Question: Select one: O1. 0 O 2. 0.2 O 3. 0.04 O 4. 0.1 O 5. -0.01Two stock: Stock 1 and Stock 2 Correlation=P12=-0.5 W 1=40%,

Select one: O1. 0 O 2. 0.2 O 3. 0.04 O 4. 0.1 O 5. -0.01Two stock: Stock 1 and Stock 2 Correlation=P12=-0.5 W 1=40%, W2 = 60% Stock 1 Stock 2 Portfolio Expected return 20% 10% Standard deviation 20% 10% The covariance of stock 1 and stock 2 isThe expected return of the portfolio consisting of stock 1 and 2 is Select one: 01. 15% O 2. 14% O 3. 16% O 4. 20% O 5. 12% The standard deviation of the portfolio consisting of stock 1 and stock 2 Select one: O 1. 10% O 2. 7% O 3. 8% O 4. 9% 0 5. 20%

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