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Suppose the expected returns and standard deviations of Stocks A and B are E(RA)= .091,E(RB)=.151,A=.361, and B=.621. a-1. Calculate the expected return of a portfolio

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Suppose the expected returns and standard deviations of Stocks A and B are E(RA)= .091,E(RB)=.151,A=.361, and B=.621. a-1. Calculate the expected return of a portfolio that is composed of 36 percent Stock A and 64 percent Stock B when the correlation between the returns on A and B is .51. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a- Calculate the standard deviation of a portfolio that is composed of 36 percent Stock 2. A and 64 percent Stock B when the correlation between the refurns on A and B is 51. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficient between the returns on Stocks A and B is -.51 . (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Suppose the expected returns and standard deviations of Stocks A and B are E(RA)= .091,E(RB)=.151,A=.361, and B=.621. a-1. Calculate the expected return of a portfolio that is composed of 36 percent Stock A and 64 percent Stock B when the correlation between the returns on A and B is .51. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a- Calculate the standard deviation of a portfolio that is composed of 36 percent Stock 2. A and 64 percent Stock B when the correlation between the refurns on A and B is 51. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficient between the returns on Stocks A and B is -.51 . (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)

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