Direction: Please answer following questions with clearly and legibly written final answers. An answer from previous question will be needed to answer the question that follows. You may write down your steps for partial credit, but they are not required. No penalty will be given for attempts. Using powerful mathematical/statistical tool is recommended. Consider following return series of two risky assets: Stock A Stock B 11.0% 2.5% 8.8% -6.0% 2.2% 7.7% -0.5% 11.4% 6.7% 7.2% 1.4% 9.6% 12.9% -5.4% 6.7% 11.0% 8.1% 2.4% 8.6% -15.0% -5.4% 35.7% 11.5% -4.2% 9.5% 7.9% 6.9% 16.5% 20.0% 66.6% Geometric returns of Stock A and Stock B are and respectively (round to nearest three-digit decimal in percentage). 7. Sample standard deviation of Stock A and Stock B are respectively (round to nearest two-digit decimal in percentage). and 000 The correlation coefficient of stock A and B is