Using the data in the following table, and the fact that the correlation of A and B is 0.23, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B. (Click on the following icon in order to copy its contents into a spreadsheet.) Stock A Stock B 2008 -8 28 2009 15 20 2010 3 3 2011 -5 -10 2012 2 -5 2013 6 29 Question content area bottom Part 1 The standard deviation of the portfolio is enter your response here%. (Round to two decimal places.) plz answer all parts

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Suppose Intel stock has a beta of 0.72, whereas Boeing stock has a beta of 1.16. If the risk-free interest rate is 5.8% and the expected return of the market portfolio is 10.2%, according to the CAPM, a. What is the expected return of Intel stock? b. What is the expected return of Boeing stock? c. What is the beta of a portfolio that consists of 60% Intel stock and 40% Boeing stock? d. What is the expected return of a portfolio that consists of 60% Intel stock and 40% Boeing stock? (There are two ways to solve this.) Question content area bottom Part 1 a. What is the expected return of Intel stock? Intel's expected return is enter your response here%. (Round to one decimal place.)plz answer all parts