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Stocks A and B have the following returns: Stock A 0.08 0.05 0.12 -0.05 0.08 Stock B 0.06 0.04 0.06 0.01 -0.01 a. What are

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Stocks A and B have the following returns: Stock A 0.08 0.05 0.12 -0.05 0.08 Stock B 0.06 0.04 0.06 0.01 -0.01 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 0.46, 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? 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 The standard deviation of the return for Stock Bis (Round to four decimal places.) (Round to four decimal places.) c. If their correlation is 0.46, what is the expected return and standard deviation of a portfolio of 52% stock A and 48% stock B? The expected return for the portfolio is (Round to-four decimal places.) Enter your answer in each of the answer boxes

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