Olga Osmak Homework: Chapter 12 Homework m Score: 0 of 1 pt 5 of 12 (4 complete) P 12-8 (similar to) Stocks A and B have the following returns: HW Stock A 0.09 0.06 0.13 -0.02 0.09 Stock B 0.04 0.02 0.05 0.02 -0.03 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.45, what is the expected return and standard deviation of a portfolio of 78% stock A and 22% stock B? a. What are the expected returns of the two stocks? The expected return for stock Ais (Round to three decimal places.) Enter your answer in the answer box and then click Check Answer. 5 parts remaining Clear All