Determine the correlations among them

Reference no: EM13281962

COMMON STOCKS A,B,C, and D had the following quaterly returs.
A B C D
0.10 0.07 0.05 0.08
0.11 0.09 0.05 0.13
0.13 0.11 -0.06 0.05
-0.04 -0.06 0.03 0.07
0.10 0.05 0.06 0.02
0.08 0.12 0.07 0.12
0.15 0.14 0.12 0.03
-0.02 0.08 0.08 0.04
0.07 -0.04 -0.07 0.06
0.09 0.07 0.10 0.11

A.) Determine the expected quaterly return, and standard deviation of each stock?
B.) Determine the correlations among them?
C.) What is the expected return and standard deviation of a portfolio comprised of 25% stock A, 15% stock B, 40% stock C, and 20% stock D.

Reference no: EM13281962

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