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Please use excel formulas and show your work 0 x Chapter 067 Assignment - An Introduction to Portfolio Management Problem 6-05 Given: E(R) = 0.08
Please use excel formulas and show your work
0 x Chapter 067 Assignment - An Introduction to Portfolio Management Problem 6-05 Given: E(R) = 0.08 E(R2) = 0.10 F(01) - 0,03 E[02) = 0.04 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stack 1 has a weight of 30 percent under the conditions given below. Do not round intermediate calculations. Round your answers for the expected returns of a two-stock portfolio to three decimal places and answers for expected standard deviations of a two-stock portfolio to four decimal places. a. 1.2 1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: b. 1,2 = 0.70 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: c. 7.2 -0.10 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: d. 71,2 = 0.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: e. 1.2 -0.10 Expected return of a two-stack nortfolio e. 71,2 = -0.10 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: f. 11,2 = -0.70 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio: g. 11,2 = -1.00 Expected return of a two-stock portfolio: Expected standard deviation of a two-stock portfolio
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