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Question 4: (5 marks )o:pp An investor calculates the following statistics on her two-stock (A and B) portfolio: Return of StockA =1596 0:p Correlation coefficient

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Question 4: (5 marks )o:pp An investor calculates the following statistics on her two-stock (A and B) portfolio: Return of StockA =1596<:p10:p return of stock b sd a="1296<0.p/o:p">0:p Correlation coefficient between A and B=0.320:p/o:p Weight of Stock A =70%

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