Problem 11-10 Portfolio Returns and Volatilities (LO2, CFA5) Fill in the missing Information in the...
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Problem 11-10 Portfolio Returns and Volatilities (LO2, CFA5) Fill in the missing Information in the following table. Assume that Portfolio AB is 60 percent invested in Stock A. (A negative value should be indicated by a minus sign. Do not round Intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Portfolio AB Year 2015 2016 2017 2018 2019 Average return Standard deviation Annual Returns on Stocks A and B Stock Stock B 14 01 24.01% 35,8 % -352% -18.6 % 48.21% 25.4% 16.6% 1421 23.8% % % % % % % %
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