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Suppose you are given the following information about 2 stocks, what is the return standard deviation of a portfolio weighted 55% in stock A and

Suppose you are given the following information about 2 stocks, what is the return standard deviation of a portfolio weighted 55% in stock A and 45% in stock B?

  • E(RA)=16%E(RA)=16%
  • E(RB)=8%E(RB)=8%
  • A=22%A=22%
  • B=12%B=12%

Suppose you are given the following information about 2 stocks, what is the Sharpe Ratio of a portfolio weighted 55% in stock A and 45% in stock B?

  • E(RA)=16%E(RA)=16%
  • E(RB)=8%E(RB)=8%
  • A=22%A=22%
  • B=12%B=12%
  • A,B=0.003696A,B=0.003696

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