3 questions related to Standard Deviation and Expected Returns with correlations to stock and variance and CAPM. Looking for answers in an excel calculation format that could be re-used given each value.

9) Security F has an expected return of 10.60 percent and a standard deviation of 43.60 percent per year. Security G has an expected return of 15.60 percent and a standard deviation of 62.60 percent per year. a. What is the expected return on a portfolio composed of 36 percent of Security F and 64 percent of Security G? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % b. If the correlation between the returns of Security F and Security G is .31, what is the standard deviation of the portfolio described in part (a)? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation % 10) Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = .098, E(RB) = .158, A = .368, and B = .628. a-1. Calculate the expected return of a portfolio that is composed of 43 percent Stock A and 57 percent Stock B when the correlation between the returns on A and B is .58. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return % a-2. Calculate the standard deviation of a portfolio that is composed of 43 percent Stock A and 57 percent Stock B when the correlation between the returns on A and B is .58. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation % b. Calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficient between the returns on Stocks A and B is .58. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Standard deviation % Module 5.4 9) Suppose the risk-free rate is 5.2 percent and the market portfolio has an expected return of 11.9 percent. The market portfolio has a variance of .0482. Portfolio Z has a correlation coefficient with the market of . 38 and a variance of .3385 According to the capital asset pricing model, what is the expected return on Portfolio Z? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Expected return %