Find the mean and standard deviation of returns for stock ABC. 2. Find the expected...
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Find the mean and standard deviation of returns for stock ABC. 2. Find the expected retum and standard deviation of a portfolio which holds $300 in asset A and $700 in asset B. There is a correlation of =0,6 between asset A and B. 3. Find the expected retum and standard deviation of a portfolio which holds $2,000 in Gencral Electric and $3,500 in Walmart. There is a correlation of -0.4 between asset General Electric and Walmart. For General Electric the expected return is 2.5% and the standard deviation is 4.1\%. For Walmart the expected retum is 1.4% and the standard deviation is 1.3% 4. Calculate the Sharpe Ratio for the individual assets and the portfolios in questions 2 and 3 , assuming the risk-free rate is 1.2%
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