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Stocks A and B have the following returns: on WN Stock A 0.09 0.05 0.14 -0.05 0.07 Stock B 0.05 0.01 0.04 0.01 -0.04 a.

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Stocks A and B have the following returns: on WN Stock A 0.09 0.05 0.14 -0.05 0.07 Stock B 0.05 0.01 0.04 0.01 -0.04 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 0.45, what is the expected return and standard deviation of a portfolio of 53% stock A and 47% stock E a. What are the expected returns of the two stocks? The expected return for stock Ais (Round to three decimal places.) The expected return for stock Bis 1. (Round to three decimal places.) b. What are the standard deviations of the returns of the two stocks? The standard deviation of the return for stock Ais (Round to four decimal places.) The standard deviation of the return for stock B is (Round to four decimal places.) c. If their correlation is 0.45, what is the expected return and standard deviation of a portfolio of 53% stock A and 47% stock B1 The expected return for the portfolio is 1. (Round to four decimal places.) The standard deviation of the return for the portfolio is . (Round to four decimal places.) Enter your answer in each of the answer boxes

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