Stocks A and B have the following returns:

	Stock A	Stock B
1	0.11	0.05
2	0.07	0.04
3	0.13	0.05
4	0.04	0.02
5	0.09	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

0.44,

what is the expected return and standard deviation of a portfolio of

65%

stock A and

35%

stock B?

a. What are the expected returns of the two stocks?

The expected return for stock A is

enter your response here.

(Round to three decimal places.)