Question: The expected return for stock B is __ (and parts B and C) etc Stocks A and B have the following returns: OWN Stock A

The expected return for stock B is __ (and parts B

The expected return for stock B is __

(and parts B and C) etc

Stocks A and B have the following returns: OWN Stock A 0.09 0.06 0.13 -0.03 0.08 Stock B 0.04 0.04 0.06 0.03 -0.04 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 0.45, what is the expected return and standard deviation of a portfolio of 76% stock A and 24% stock B? a. What are the expected returns of the two stocks? The expected return for stock Ais . (Round to three decimal places.)

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