Question: tate probability Return on A RETURN ON B POOR 40% -0.09 -0.09 NORMAL 35% 0.16 0.1 GOOD 25% 0.35 0.25 Weight a Weight b .4
tate | probability | Return on A | RETURN ON B |
POOR | 40% | -0.09 | -0.09 |
NORMAL | 35% | 0.16 | 0.1 |
GOOD | 25% | 0.35 | 0.25 |
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|
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Weight a | Weight b |
.4 | .6 |
what is the return of stock a
what is the return of stock b
what is the standard deviation on stock a?
what is the standard deviation on stock b?
what is the coefficients of variation on stock a?
what is the return of the portfolio?
what is the covariance between a and b ?
Answer for part 7what is the correlation
Answer for part 8what is the standard deviation of the portfolio
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