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Consider a portfolio that contains two stocks. Stock A has an expected return of 16% and a standard deviation of 15%. Stock B has an
Consider a portfolio that contains two stocks. Stock "A" has an expected return of 16% and a standard deviation of 15%. Stock "B" has an expected return of -9% and a standard deviation of 17%. The proportion of your wealth invested in stock "A" is 75%. The correlation between the two stocks is 0.95. What is the expected return of the portfolio? Enter your answer as a percentage. Do not include the percentage sign in your answer. Enter your response below rounded to 2 DECIMAL PLACES. What is the standard deviation of the portfolio? Enter your answer as a percentage. Do not include the percentage sign in your answer. Enter your response below rounded to 2 DECIMAL PLACES. Number
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