Hello, please advise, I think there is a mistake somewhere, Q-5 is partial correct and Q-6 is all wrong. thanks

Q-5

Q-6

Partial Question 5 3.7/5.55 pts Stocks A and B have the following historical returns: Year 2015 2016 2017 2018 2019 Stock A's Returns (24.25%) 18.50 38.67 14.33 39.13 Stock B's Returns 5.50% 26.73 48.25 (4.50) 43.86 Calculate the standard deviation of returns for each stock and for the portfolio. Answers: a) Standard deviation of returns for stock A = 25.83 b) Standard deviation of returns for stock B = 23.15 c) Standard deviation of returns for portfolio = 22.96 Incorrect Question 6 0/5.55 pts Stocks A and B have the following historical returns: Year 2015 2016 2017 2018 2019 Stock A's Returns (24.25%) 18.50 38.67 14.33 39.13 Stock B's Returns 5.50% 26.73 48.25 (4.50) 43.86 Assume the risk-free rate during this time was 3.5%. What are the Sharpe ratios for Stocks A and B and the portfolio over this time period using their average returns? Answers: a) Sharpe ratio for Stock A = 0.5962 b) Sharpe ratio for Stock B = 0.6462 c) Sharpe ratio for Portfolio AB = 0.5884 Partial Question 5 3.7/5.55 pts Stocks A and B have the following historical returns: Year 2015 2016 2017 2018 2019 Stock A's Returns (24.25%) 18.50 38.67 14.33 39.13 Stock B's Returns 5.50% 26.73 48.25 (4.50) 43.86 Calculate the standard deviation of returns for each stock and for the portfolio. Answers: a) Standard deviation of returns for stock A = 25.83 b) Standard deviation of returns for stock B = 23.15 c) Standard deviation of returns for portfolio = 22.96 Incorrect Question 6 0/5.55 pts Stocks A and B have the following historical returns: Year 2015 2016 2017 2018 2019 Stock A's Returns (24.25%) 18.50 38.67 14.33 39.13 Stock B's Returns 5.50% 26.73 48.25 (4.50) 43.86 Assume the risk-free rate during this time was 3.5%. What are the Sharpe ratios for Stocks A and B and the portfolio over this time period using their average returns? Answers: a) Sharpe ratio for Stock A = 0.5962 b) Sharpe ratio for Stock B = 0.6462 c) Sharpe ratio for Portfolio AB = 0.5884