ER) - 0.13 ER) 0.15 E) 0.03 E(02) - 0.06 Calculate the expected returns and expected standard deviations of a two stock portfolio having a correlation coefficient of 0.80 under the conditions given below. Do not round Intermed calculations. Round your answers to four decimal places W - 1.00 Expected retum of a two stock portfolio: Expected standard deviation of a two-stock portfolio b. w; -0,85 Expected return of a two-stock portfolio Expected standard deviation of a two stock portfolio CAW-0.45 Expected return of a two stock portfolos Expected standard deviation of a two-stock portfolio dows 0.25 Dxpected return of a two stock portfolio pected standard deviation of a two stock portfolio W0.10 Expected return of a two-stock portfolio Expected standard deviation of a two-stock portfolio Choose the correct risk-return graph for weights from parts (a) through when yo. 300.000 The correct graphic Choose the correct risk-return graph for weights from parts (a) through (e) when r = -0.80; 0.00; 0,80. The correct graph is Select- A. TER) 0.18 F0.17 EE E 0.16 D 06 +0.15 C70 F0.14 10.13 8/8 0.12 0.11 0.91.0.02 0.03.2004 005 0.06 0.07 0.08 Standard Deviation of Return(0) 12=0.80 120.00 - 0.80 B TER) 0.18 , E 10.17 0.16 c (12=0.80 =0.00 12 120.80 B. FER) F0.16 EE -0.17 D E 00 F0.16 Cc 10.15 0.14 B . B/B F0.13 0.12 +0.11 0.01 0.02 0.03. 0.04 0.05 0.06 0.07 0.08 Standard Deviation of Return(0) 1,2=0.80 12=0.00 0.80 12 C FE(R) Fo.18 EE 0.17 -0.16 (12=0.80 12=0.00 120.80 C. TE(R) F0.18 , FE F0.17 D DO 10.16 +0.15 F0.14 B . (BB F0.13 A 10.12 F0.11 0.01 0.02. 0.03 0.04 0.05 0.06...0.07 0.08 Standard Deviation of Return (1) 12=0.80 112=0.00 0.80 D. TER) F0.10 D 0.17 D D F0.16 C 10.15 Chapter 06: Assignment - An Introduction to Portfolio Management VLUVU.23 V.pe . .ye .yupo Standard Deviation of Return(0) =0.80 '1.2 '12=0.00 1'12 =-0.80 D. FE(R) 0.18 EE E +0.17 D D D F0.16 C 10.15 B B 00 +0.14 B 0.13 0.12 F0.11 0.01 0.02 0.03..0.04. 0.05 0.06. 0.07 0.08 Standard Deviation of Rettirn (m) =0.80 =0.00 =-0.80 1.2