Stocks A and B have the following returns: -N Stock A 0.11 0.07 0.14 -0.04 0.07...
Stocks A and B have the following returns: . Stock A 0.09 0.05 0.14 -0.04 0.09 Stock B 0.05 0.01 0.04 0.02 -0.03 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.42, what is the expected return and standard deviation of a portfolio of 74% stock A and 26% stock B?
Stocks A and B have the following returns: Stock A 0.08 0.06 0.15 -0.02 0.07 Stock B 0.06 0.01 0.05 0.03 -0.04 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.46, what is the expected return and standard deviation of a portfolio of 68% stock A and 32% stock B? a. What are the expected returns of the two stocks?...
Stocks A and B have the following returns: Stock A Stock B 1 0.08 0.04 2 0.04 0.03 3 0.13 0.04 4 -0.03 0.03 5 0.07 -0.05 Stocks A and B have the following returns: Stock A Stock B 1 0.080.08 0.040.04 2 0.040.04 0.030.03 3 0.130.13 0.040.04 4 negative 0.03−0.03 0.030.03 5 0.070.07 negative 0.05−0.05 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c....
Stocks A and B have the following returns Stock A 0.09 0.06 0.12 0.04 0.09 Stock B 0.04 0.03 0.04 0.02 0.03 2 4 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? C. If their correlation is 0.46, what is the expected return and standard deviation of a portfolio of 67% stock A and 33% stock B? a. What are the expected returns of the...
Stocks A and B have the following returns: Stock A Stock B 1 0.11 0.05 2 0.04 0.04 3 0.14 0.05 4 -0.05 0.03 5 0.08 -0.02 c. If their correlation is 0.48, what is the expected return and standard deviation of a portfolio of 79 % stock A and 21% stock B? (Round to four decimal places.)
Stocks A and B have the following returns Stock A 0.10 0.07 0.15 -0.05 0.08 Stock B 0.06 0.02 0.05 0.01 -0.02 4 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.46, what is the expected return and standard deviation of a portfolio of 70% stock A and 30% stock B? a. What are the expected returns of the two...
Stocks A and B have the following returns: Stock A 0.09 0.04 0.13 Stock B 0.05 0.03 0.06 0.02 -0.02 4 -0.04 0.09 a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? C. If their correlation is 0.48, what is the expected return and standard deviation of a portfolio of 64% stock A and 36% stock B?
P 12-8 (similar to) Stocks A and B have the following returns: Stock AStock B10.080.0520.040.0230.120.054-0.030.0350.07-0.04a. What are the expected returns of the two stocks? b. What are the standard deviations of the returns of the two stocks? c. If their correlation is 0.45, what is the expected return and standard deviation of a portfolio of 66% stock A and 34% stock B? a. What are the expected returns of the two stocks? The expected return for stock A is _______ (Round to three decimal places.)
Problem 7. [9 pts]. Stock A and B have the following returns: (Show your calculations) Stock A 0.10 0.17 0.05 -0.05 -0.08 0.09 0.10 0.14 Stock B -0.03 0.10 0.05 0.15 0.12 -0.05 0.07 0.05 4 6 a- What are the expected returns of the two stocks? b- What are the standard deviations of the two stocks? c- If their correlation is-0.49, what is the expected return and standard deviation of a portfolio of 35% stock A and 65% stock...
Problem 7. [9 pts]. Stock A and B have the following returns: (Show your calculations Stock A 0.10 0.17 0.05 0.05 -0.08 0.09 0.10 0.14 Stock B 0.03 0.10 0.05 0.15 0.12 0.05 0.07 0.05 a- What are the expected returns of the two stocks? b- What are the standard deviations of the two stocks? c- If their correlation is -0.49, what is the expected return and standard deviation of a portfolio of 35% stock A and 65% stock B?