Problem 5 Intro The following table shows realized rates of return for two stocks. 1 Year Stock A Stock B 2 1 5% 15% 3 2 -11% -14% 4 -6% -4% 5 4 5% 28% 6 5 14% 8% 7 6 % 1 2 3 3 01 5% 39 Attempt 1/10 for 10 pts. Part 1 What is the arthmetic average return for stock B? 3+ decimals Submit Attempt 1/10 for 10 pts. Part 2 What is the variance for stock B? 4+ decimals Submit Attempt 1/10 for 10 pts. Part 3 What is the covariance of returns? 4+ 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)? 3+ decimals Submit Part 6 Attempt 1/10 for 10 pts. What is the mean return of a portfolio with 60% invested in stock A and the remainder in stock B (assuming annual rebalancing)? 4+ decimals Submit Part 7 Attempt 1/10 for 10 pts. What is the standard deviation of a portfolio with 60% invested in stock A and the remainder in stock B (assuming annual rebalancing)? 3+ decimals Submit