U revetlo Last Response -14 points UTPBFin1 II.E.013. The realized returns for stock A and stock B from 2004-2009 are provided in the table below Year Stock A Stock B 2004 -9% 19% 2005 21% 5% 2006 6% 28% 2007 -4% -5% 2008 2009 3% 10% -10% 23% Suppose you create a portfolio that is 60% invested in stock A and 40% invested in stock B. The correlation between the returns of the two stocks is 6.27% (a) Calculate the expected return and volatility (as percents) of this portfolio. (Round your answer for volatility to two decimal places.) expected return volatility (b) Calculate the relevant risk (as a percent) of each asset in this portfolio (the risk the investor cares about). The correlation between the returns of this porth returns of this portfolio and stock B, Corr(Rg, Rp), is 72.38%. (Round your answers to two decimal places.) stock A stock B +-/1 points UTPBFin1 II.E.014. You observe a portfolio for five years and determine that its average annual return is 13% and the standard deviation of its returns is 23%. Can you be 95% confid year? Yes No Type here to search My Notes tion between the returns of the two stocks is 6.27%. volatility to two decimal places.) about). The correlation between the returns of this portfolio and stock A, Corr(RA Rp), is 73.40%. The correlation between the places.) My Notes rd deviation of its returns is 23%. Can you be 95% confident that this portfolio will not lose more than 35% of its value next