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Stocks A and B have the following retums: 6 Stock A 0.09 0.07 Stock B 0.05 0.04 .05 0.02 0. 120 -0.05 0.09 -0.02 a.

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Stocks A and B have the following retums: 6 Stock A 0.09 0.07 Stock B 0.05 0.04 .05 0.02 0. 120 -0.05 0.09 -0.02 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.48, what is the expected return and standard deviation of a portfolio of 52% stock A and 48% stock B? a. What are the expected returns of the two stocks? lest The expected return for stock Ais (Round to three decimal places.) = 1 Please copy and paste data from text area below. Selected delimiter: Tab Stock A Stock B 0 .89 0.85 0.07 0.04 0.120.05 -0.05 0.02 0.09 -0.02 Done

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