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Stock A and B have the following returns: Stock A Stock B 1 0.10 -0.03 2 0.17 0.10 3 0.05 0.05 4 -0.05 0.15 5
Stock A and B have the following returns:
Stock A Stock B
1 0.10 -0.03
2 0.17 0.10
3 0.05 0.05
4 -0.05 0.15
5 -0.08 0.12
A. What are the expected returns of the two stocks? (Please Show Calculations) - No Excel please
B. What are the standard deviations of the two stocks? (Please Show Calculations) - No Excel please
C. If their correlation is 0.75, what is the expected return and standard deviation of a portfolio of 35% stock A and 65% Stock B? (Please Show Calculations) - No excel
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