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Can someone help me with lrobkem 1 and 2 and show work if necessary. thanks Homework 6 (Chp 10 Capital Markets and the Pricing of

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Can someone help me with lrobkem 1 and 2 and show work if necessary. thanks
Homework 6 (Chp 10 Capital Markets and the Pricing of Risk) Problem 1: ABC stock has the following distribution for it's expected annual return for the upcoming year. What is the stock's expected return and standard deviation for its return? Probability Return 0.25 6% 0.15 8% 0.40 10% 0.20 12% Problem 2: You can form a portfolio of two assets, A and B, whose returns have the following characteristics: Stock Expected return Standard deviation Correlation 15.00 10% 0.6 B 20% 40.00 . If you demand an expected return of 17%, what are the portfolio weights? (In other words, what percentage would you invest in Stock A and what percentage would you invest in Stock B?) What is the portfolio's standard deviation

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