8-12 please in details

II. Mean-variance portfolio analysis Stocks A and B have had the following returns over the previous five periods. 6. What is the standard deviation of stock A: (a) 3.16 ; (b) 4.32; (c) 5.59 ; (d) 4.83; 7. What is the correlation between stocks A and B : (a) 0.34 ; (b) 0.60 ; (c) -0.13 ; (d) -0.72 ; This question has double weight. Please fill out 8 and 9 with the same answer. 8.-9. What weight for Stock A would make the portfolio variance equal to 24.33: (a) 0.48 ; (b) 0.20; (c) 0.90; (d) 0.80 Now suppose that you have $5,000 invested in the two stocks allocated at the weight you found in question 8 and 9. 10. Compute the one day value at risk at the 99% confidence level; (a) $271; (b) $118; (c) $392;(d)$189 11. If your value at risk at the 95% confidence level is $1,000, what is the time horizon for this loss. (a) 1 ; (b) 5 ; (c) 10 ; (d) 20 ; 12. Assuming the risk free rate is zero, what is the Sharpe ratio. (a) 0.61 ;(b) 0.28 ; (c) 0.74 ; (d) 0.11