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You are analyzing two different stocks: Coca - Cola ( KO ) and Microsoft ( MSFT ) . Use the following information to answer questions,

You are analyzing two different stocks: Coca-Cola (KO) and Microsoft (MSFT).
Use the following information to answer questions, make sure to type the final answers
clearly in percent form. Round to the nearest 2 decimals (For example: 1.23%) unless
otherwise indicated.
KOMSFTMKT
20161.75%19.44%-0.73%
2017-3.49%12%9.54%
201810.66%37.66%19.42%
20193.20%18.74%-6.24%
What is the arithmetic mean of MSFT?
What is the Geometric mean of MSFT?
What is the Standard deviation of MSFT?
What is the portfolio mean if the weight in KO is 30% and MSFT is 70%?
What is the standard deviation of the portfolio?
What is the covariance of the two stock? (can be in either unit; Round to the 4th decimal
places)
What is the correlation of the two stocks (if SKO=5.84%)?(can be in either unit; Round to
the 4 th decimal places)
What is the Sharpe ratio of the portfolio if the risk-free rate is 2%?
What is the expected return of the portfolio (using CAPM) if the Beta of the portfolio is 0.5?
You are analyzing two different stocks: Coca-Cola (KO) and Microsoft (MSFT).
Use the following information to answer questions, make sure to type the final answers
clearly in percent form. Round to the nearest 2 decimals (For example: 1.23%) unless
otherwise indicated.
KOMSFTMKT
20161.75%19.44%-0.73%
2017-3.49%12%9.54%
201810.66%37.66%19.42%
20193.20%18.74%-6.24%
What is the arithmetic mean of MSFT?
What is the Geometric mean of MSFT?
What is the Standard deviation of MSFT?
What is the portfolio mean if the weight in KO is 30% and MSFT is 70%?
What is the standard deviation of the portfolio?
What is the covariance of the two stock? (can be in either unit; Round to the 4th decimal
places)
What is the correlation of the two stocks (if SKO=5.84%)?(can be in either unit; Round to
the 4th decimal places)
What is the Sharpe ratio of the portfolio if the risk-free rate is 2%?
What is the expected return of the portfolio (using CAPM) if the Beta of the portfolio is 0.5?
Please write the calculation for 5 And 6
Thanks
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