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4. Answer the following questions given the information in the table below. Return on Stock A Return on Stock B 9% 12% 11% 5%
4. Answer the following questions given the information in the table below. Return on Stock A Return on Stock B 9% 12% 11% 5% 15% 6% 18% 8% a. Calculate the sample standard deviation and the arithmetic average return for both stocks. b. Compute the weights that will that will result in the minimum variance portfolio from combinin6g Stock A and Stock B, given a correlation of -0.3673. C. Calculate the portfolio standard deviation and expected return for a portfolio that invests 60% in A and 40% in B, given a correlation of -0.3673.
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
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