Here are the returns on two stocks.

$\backslash$table$[[,\backslash$table$[[$Digital$],[$Cheese$]],\backslash$table$[[$Executive$],[$Fruit$]]],[$January$,+16,+9],[$February$,-4,+1],[$March$,+6,+7],[$April$,+8,+16],[$May$,-5,+2],[$June$,+4,+7],[$July$,-3,-4],[$August$,-9,-3]]$

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 A$1$

Req A$2$

Req C

Now calculate the returns in each month of a portfolio that invests an equal amount each month in the two stocks.

Note: Negative amounts should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to $2$ decimal places.

$\backslash$table$[[$Month$,\backslash$table$[[$Portfolio$],[$Return$]]],[$January$,],[$February$,],[$March$,],[$April$,],[$May$,],[$June$,],[$July$,],[$August$,]]$

NEED REQ B$!!!!!!!!!!!!!!!!$