Problem 11-10 Portfolio Returns and Volatilities (LO2, CFA5)

Fill in the missing information in the following table. Assume that Portfolio AB is 60 percent invested in Stock A. (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

Annual Returns on Stock A and B

Year	Stock A	Stock B	Portfolio AB
2015	14.0%	22.0%	_____%
2016	34.2%	-33.8%	_____%
2017	-15.4%	43.8%	_____%
2018	24.6%	17.4%	_____%
2019	15.8%	28.2%	_____%
Average Return	_____%	_____%	_____%
Standard Deviation	_____%	_____%	_____%