% Problem 11-9 Stocks A and B have the following retums: (Click on the following icon in order to copy its contents into a spreadsheet.) Stock A Stock B 1 0.09 0.05 2 0.06 0.03 3 0.13 0.05 4 -0.01 0.02 5 0.08 -0.02 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 0.47, what is the expected return and standard deviation of a portfolio of 80% stock A and 20% stock B? The expected return for stock Als 0.070. (Round to three decimal places.) The expected return for stock B is 0.026. (Round to three decimal places.) b. What are the standard deviations of the returns of the two stocks? The standard deviation of the retum for stock Ais 0.0515. (Round to four decimal places.) The standard deviation of the return for stock Bis 0.0288. (Round to four decimal places.) c. If their correlation is 0.47, what is the expected return and standard deviation of a portfolio of 80% stock A and 20% stock B? The expected return for the portfolio is 0.0020. (Round to four decimal places.) Enter your answer in the answer box and then click Check Answer. (Samar 1 part remaining Clear All Check A