q8

A portfolio consists of 20 percent Stock A and 80 percent Stock B, Stock A has a Beta of 1.2, an expected return of 0.08 . and a varlance of 0.12 . Stock B has a Beta of 0.8 , an expected return of 0.09 , and a variance of 0.08 . The covorimce of returns between Stocks A and B is -0.01 . What is the standard deviation of the portfolio? 02939 None of the fisted choices is correct. 02302 02298 A portfolio consists of 20 percent Stock A and 80 percent Stock B, Stock A has a Beta of 1.2, an expected return of 0.08 . and a varlance of 0.12 . Stock B has a Beta of 0.8 , an expected return of 0.09 , and a variance of 0.08 . The covorimce of returns between Stocks A and B is -0.01 . What is the standard deviation of the portfolio? 02939 None of the fisted choices is correct. 02302 02298