Question: Stocks Weights Beta Correlation Coefficient Expected Standard Return Deviation (annual) of returns ABC 30% 1.4 18% 22% -0.24 DEF 70% 0.7 8% 12% If the

Stocks Weights Beta Correlation Coefficient Expected Standard Return Deviation (annual) of

Stocks Weights Beta Correlation Coefficient Expected Standard Return Deviation (annual) of returns ABC 30% 1.4 18% 22% -0.24 DEF 70% 0.7 8% 12% If the risk free rate is 1.00% and the return on S&P 500 is 6%, answer the following four questions based on the information above. What is the portfolio standard deviation? 9.35% b 8.61% 9.56% d 15.26% Question 9 (10 points) What is the expected return of the portfolio? a 9.7% b 11.5% OOOO 12.7% 11.00% Time left for this assessment: 2107

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