DOX TOT LMS Salud VU Question 19 12 Given the information about a risky portfolio, composed of stocks X and Y, answer the following questions: Weight Expected return Standard deviation Stock X 0.2 22% 10% Stock Y 0.8 28% 15% Covariance of X and Y= 0.015 Risk-free rate=6% (a) What is the expected return of the portfolio? (ex. round 12.345 to 12.35 percent, do not include % sign nor write "percent") % (b) What is the variance of the portfolio? (ex. round the variance up to the 4th decimal place: 0.12345 to 0.1235) (c) What is the standard deviation of the portfolio? (calculate using your answer from (b), do not include % sign nor write "percent") % (d) What is the Sharpe ratio of the portfolio? (calculate using your answers from (a) to (c), round to the 2nd decimal place: 3.456 to 3.46) (e) What is the 5% VaR of the portfolio assuming normal distribution (use 5% of normal distribution--1.645)? (ex. round 12.345 to 12.35 percent, do not include % sign nor write "percent") %6