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Consider the following the information on share A and share B. Year Return of share A Return of share B 1 26% 13% 2 11%

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Consider the following the information on share A and share B. Year Return of share A Return of share B 1 26% 13% 2 11% 21% 3 15% 27% 4 27% 41% 5 21% 22% 6 32% 32% Required: A - Calculate the average rate of return and standard deviation of share A and B. B - Calculate the correlation coefficient of the rate of return of share A and B. C - If share A and B account for 40% and 60% in the investment portfolio, calculate the expected return and standard deviation of the portfolio

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