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Here are the returns on two stocks. January February March April May June July August Digital Cheese +16 -3 +5 +7 Executive Fruit +9 +2

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Here are the returns on two stocks. January February March April May June July August Digital Cheese +16 -3 +5 +7 Executive Fruit +9 +2 +6 +14 +3 47 NU Required: a-1. Calculate the variance and standard deviation of each stock. a-2. Which stock is riskler if held on its own? b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. c. Is the variance more or less than halfway between the variance of the two individual stocks? Complete this question by entering your answers in the tabs below. Reg A1 Reg A2 Reg B Reqc Calculate the variance and standard deviation of each stock. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Digital Cheese Executive Fruit Retum Return % Standard deviation Variance % Req A2 > Here are the returns on two stocks. January February March April May June July August Digital Cheese +16 -3 +5 +7 -4 Executive Fruit +9 +2 +6 -14 +3 +7 -3 Required: a-1. Calculate the variance and standard deviation of each stock. a-2. Which stock is riskler if held on its own? b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. c. Is the variance more or less than halfway between the variance of the two individual stocks? Complete this question by entering your answers in the tabs below. Reg A1 Reg A2 ReqB Reqc which stock is riskier if held on its own? Which stock is riskier if held on its own? July August do ni NW: Required: a-1. Calculate the variance and standard deviation of each stock. a-2. Which stock is riskier if held on its own? b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. c. Is the variance more or less than halfway between the variance of the two individual stocks? Complete this question by entering your answers in the tabs below. Reg A1 Reg A2 Reqs Rego Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. (Negative amounts should be indicated by a minus sign. Do not round Intermediate calculations. Round your answers to 2 decimal places.) Month Portfolio Return January February March April May June July August Here are the returns on two stocks. Digital Executive Cheese Fruit January +16 February -3 +2 March +5 +6 April -14 May June July August Required: a-1. Calculate the variance and standard deviation of each stock. a-2. Which stock is riskier if held on its own? b. Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks. c. Is the variance more or less than halfway between the variance of the two individual stocks? Complete this question by entering your answers in the tabs below. Req A1 Reg A2 ReqB ReqC Is the variance more or less than hallway between the variance of the two Individual stocks? Is the variance more or less than halfway between the variance of the two individual stocks?

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