Question
Stock A has an expected return of 13% and a standard deviation of 45%. Stock B has an expected return of 16% and a standard
Stock A has an expected return of 13% and a standard deviation of 45%. Stock B has an expected return of 16% and a standard deviation of 60%. The correlation coefficient between Stocks A and B is 0.2. What are the expected return and standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B?
Do not round intermediate calculations. Round your answers to two decimal places.
What is the expected return of a portfolio invested 30% in Stock A and 70% in Stock B?
| Answer 1Choose...51.42%13.87%46.62%15.10% |
What is the standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B? | Answer 2Choose...51.42%13.87%46.62%15.10% |
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