Question: Suppose Stock A has monthly returns distributed uniformly between -6% and 8% while Stock B has monthly stock returns distributed uniformly between -10% and 8%

Suppose Stock A has monthly returns distributed uniformly between -6% and

Suppose Stock A has monthly returns distributed uniformly between -6% and 8% while Stock B has monthly stock returns distributed uniformly between -10% and 8% (continuously distributed in both cases). Suppose you want to invest $100. Further suppose you put 25% in Stock A and 75% in Stock B. Assume that the two stock returns are independent of one another. What are the mean and standard deviation of your total (portfolio) returns

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