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Intro The following table shows realized rates of return for two stocks. A B 1 Year Stock A Stock B 2 1 5% 15% 3
Intro The following table shows realized rates of return for two stocks. A B 1 Year Stock A Stock B 2 1 5% 15% 3 3 -11% -14% N 4 3 3 -6% -9% 5 4 5% 28% 6 5 14% 8% 7 6 5% 7% Part 2 Attempt 3/10 for 10 pts. What is the variance for stock B? 4+ decimals Submit Part 3 Attempt 2/10 for 10 pts. What is the covariance of returns? \+ decimals Submit Part 4 Attempt 1/10 for 10 pts. What is the mean return of a portfolio with 20% invested in stock A and the remainder in stock B (assuming annual rebalancing)? 3+ decimals Submit Part 5 Attempt 1/10 for 10 pts. What is the standard deviation of a portfolio with 20% invested in stock A and the remainder in stock B (assuming annual rebalancing)
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