- ExPrep Portal My OB Course Home LS FAST - List of App. du/webapps/a McGraw-Hill Con Microsoft Office The Wall Street Jo. B Bloomberg for Ed Remaining Time: 28 minutes, 41 seconds Question Completion Status: QUY Question 2 40 points Save A There is a portfolio which consists of four stocks: 18M. APPLBA and NFLX. The average monthly stock returns for IBM, APPL BA, and NFLX are 1 46%, 125, 2.87 and 1804 The standard deviation for IBM. APPLBA and NFLX are 3.22 4.70%, 433% and 2.79%. Also, the covariances and variances are summarized as in the below table. AAPL BA NFUX IBM 0.10 IM AAPL NFLX 0.059 0.04 0.014 0.22% 0.02 0.06 0.1997 0.07% 0.08W 1. The equal weighted portfolio return is (Round to the nearest tenth) (Round to the nearest tenth) 2. The equal weighted portfolio risk le, standard deviation is Question Click Submit to complete this assessment Save and Sub ab hulu - ExPrep Portal My OB Course Home LS FAST - List of App. du/webapps/a McGraw-Hill Con Microsoft Office The Wall Street Jo. B Bloomberg for Ed Remaining Time: 28 minutes, 41 seconds Question Completion Status: QUY Question 2 40 points Save A There is a portfolio which consists of four stocks: 18M. APPLBA and NFLX. The average monthly stock returns for IBM, APPL BA, and NFLX are 1 46%, 125, 2.87 and 1804 The standard deviation for IBM. APPLBA and NFLX are 3.22 4.70%, 433% and 2.79%. Also, the covariances and variances are summarized as in the below table. AAPL BA NFUX IBM 0.10 IM AAPL NFLX 0.059 0.04 0.014 0.22% 0.02 0.06 0.1997 0.07% 0.08W 1. The equal weighted portfolio return is (Round to the nearest tenth) (Round to the nearest tenth) 2. The equal weighted portfolio risk le, standard deviation is Question Click Submit to complete this assessment Save and Sub ab hulu