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Stocks A and B have the following returns - Stock A 0.08 0.07 0.14 -0.01 0.08 Stock B 0.06 0.04 0.03 0.01 -0.04 a. What

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Stocks A and B have the following returns - Stock A 0.08 0.07 0.14 -0.01 0.08 Stock B 0.06 0.04 0.03 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. M their correlation is 0.47, what is the expected return and standard deviation of a portfolio of 67% stock A and 33% stock B? 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 (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 Bis (Round to four decimal places.) c. the correlation is 0.47, what is the expected return and standard deviation of a portfolio of 67% stock A and 33% stock B? The expected return for the portfolio is (Round to four decimal places) The standard deviation of the return for the portfolio is (Round to four decimal places.)

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