.

What is the expected return of the portfolio invested in Stocks A and B as described in table above?

a. 5.5%

b. 8.3%

c. 10.0%

d. 11.0%

What is the standard deviation of the portfolio invested in Stocks A and B as described in table above?

a. 8.18% b. 10.16% c. 10.31% d. 10.51% e. 28.61%

Expected Return Variance St. Dev. Investment Proportions Covariance 0.00264 or 26.4. Correlation 0.4 Stock A 29% 0.0036 0.1 Stock B 9% 0.0121 119% 0.9