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QUESTION 10 Given the following information: 12 (12%) Expected return on Stock A Standard deviation of A's return 1 20 (20%) Expected return on Stock

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QUESTION 10 Given the following information: 12 (12%) Expected return on Stock A Standard deviation of A's return 1 20 (20%) Expected return on Stock B Standard deviation of B's return 6 Correlation coefficient of the -.6 (this is not the covaraiance, it is the CC) returns on Stock A and Stock B If as an investor I choose to invest 75% of my funds into stock A, and 25% into stock B, what is the measure of my coefficient of variation (CV) for my two fund portfolio? (Open Ended, round the final answer to 4 decimal spots)

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