Question: What is the Standard deviation fo returns for each stock given below information? And what is the standard deviation of returns for a portfolio comprising

What is the Standard deviation fo returns for each stock given

What is the Standard deviation fo returns for each stock given below information?

And what is the standard deviation of returns for a portfolio comprising 60 % of Stock A and 40 % of Stock B?

below information? And what is the standard deviation of returns for a

9. Consider the two (excess return) multi-factor model regression results for A and B: RA = 2% + 1.3RM + 0.8RSMB + eA RB = 1% + 1.5RM + 1.2RSMB + eB OM = 22%; OSMB = 25%; R-squareA = 0.5; R-squares = 0.7 a) What is the standard deviation of returns for each stock? b) What is the standard deviation of returns for a portfolio comprising 60% of Stock A and 40% of Stock B

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