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Stock A Stock B Arithmetic Avg Retum 0.1160 10.1200 Standard Deviation 0.0577 10.1017 Correlation between Stocks -0.3066 A&B Based on the data above, calculate the

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Stock A Stock B Arithmetic Avg Retum 0.1160 10.1200 Standard Deviation 0.0577 10.1017 Correlation between Stocks -0.3066 A&B Based on the data above, calculate the portfolio expected return for a portfolio that invests 40% in A and 60% in B? You must submit answer as 4 decimals (ex. 0.00012 Question 14 5 pts Using the same data as above, calculate the portfolio standard deviation for a portfolio that invests 40% in A and 60% in B? You must submit answer as 4 decimals (ex. 0.0001 Question 15 5 pts Using the same data as above, compute the weight of Stock A that will result in the minimum variance portfolio from combining Stock A and Stock B. (note - you only need to compute the weight of Stock A) You must submit answer as 4 decimals (ex. 0.00012

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