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Homework answers / question archive / Suppose the expected returns and standard deviations of Stocks A and B are E(RA) = 0

Suppose the expected returns and standard deviations of Stocks *A* and *B* are E(*R*_{A}) = 0.087, E(*R*_{B}) = 0.147, σ_{A} = 0.357, and σ_{B} = 0.617. **(Do not round intermediate calculations. Round the final answers to 2 decimal places.)**

** a-1.** Calculate the expected return of a portfolio that is composed of 32 percent

Expected return %

** a-2.** Calculate the standard deviation of a portfolio that is composed of 32 percent

Standard deviation %

** b.** Calculate the standard deviation of a portfolio with the same portfolio weights as in part (a) when the correlation coefficient between the returns on

Standard deviation %

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