What are the standard deviations of the returns of stock

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Reference no: EM132028667

Stocks A and B have the following? returns:

Stock A Stock B

1 0.11 0.05

2 0.06 0.02

3 0.15 0.05

4 -0.04 0.02

5 0.08 -0.04

a. What are the expected returns of stock A and Stock B?

b. What are the standard deviations of the returns of stock A and stock B?

c. If their correlation is 0.43?, what is the expected return and standard deviation of a portfolio of 55?% stock A and 45?% stock? B?

Reference no: EM132028667

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