within the data what is

expected return (rp)

standard dev

correlation (rA, rB)

beta(b) and beta(a)

thanks!

B D E F G 916 to Stock A Stock B market 923 correlation with ma 0.3 stdev 0.1389 0.05 Er) 0.1 cov (A,B) 0.0093 portfolio weight 0.5 0.5 State Boom Normal Stock A 0.01 prob 0.2 0.5 0.3 0.15 Bust 0.2