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Stocks A and B have the following historical returns: Year Stock A's Returns, rA Stock B's Returns, rB 2011 - 23.10% - 14.40% 2012 33.75

Stocks A and B have the following historical returns:

Year Stock A's Returns, rA Stock B's Returns, rB
2011 - 23.10% - 14.40%
2012 33.75 22.2
2013 20 22.6
2014 -5.5 -13.4

2015

33.25 41.4

a.

Average 11.68% 11.68%

b. Assume that someone held a portfolio consisting of 50% of Stock A and 50% of Stock B. What would the realized rate of return on the portfolio have been each year

Year Portfolio
2011 -18.75%
2012 27.98
2013 21.3
2014 -9.45
2015 37.33

c. Calculate the standard deviation of returns for each stock and for the portfolio. (Round to two decimal places)

Stock A Stock B Portfolio
Standard Deviation ( ? )% ( ? )% ( ? )%

d. Calculate the coefficient of variation for each stock and for the portfolio. (Round to two decimal places)

Stock A Stock B Portfolio
CV ( ? )% ( ? )% ( ? )%

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