Stocks A and B have the following returns: a. What are the expected returns of the...
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Stocks A and B have the following returns: a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.44, what is the expected return and standard deviation of a portfolio of 58% stock A and 42% stock B? a. What are the expected returns of the two stocks? The expected return for stock A is . (Round to three decimal places.) example Data table (Click on the following icon in order to copy its contents into a spreadsheet.) 12345 Stock A Stock B 0.08 0.07 0.05 0.03 0.13 0.06 -0.01 0.01 0.08 -0.02 Print Done - Stocks A and B have the following returns: a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.44, what is the expected return and standard deviation of a portfolio of 58% stock A and 42% stock B? a. What are the expected returns of the two stocks? The expected return for stock A is . (Round to three decimal places.) example Data table (Click on the following icon in order to copy its contents into a spreadsheet.) 12345 Stock A Stock B 0.08 0.07 0.05 0.03 0.13 0.06 -0.01 0.01 0.08 -0.02 Print Done -
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