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Stock A has an expected return of 8% with a standard deviation of 20% and...

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Stock A has an expected return of 8% with a standard deviation of 20% and Stock B has an expected return of 1296 with a standard deviation of 40%. Correlation coefficient between the two stocks is 0.8 and the risk-free rate is 29. Consider a portfolio investing 80% in Stock A and 20% in stock B. What is the expected return of the portfolio? QUESTION 11 Stock A has an expected return of 896 with a standard deviation of 20% and Stock B has an expected return of 1296 with a standard deviation of 40%. Correlation coefficient between the two stocks is 0.8 and the risk-free rate is 296. Consider a portfolio investing 30% in Stock A and 70% in stock B. What is the variance of the portfolio? QUESTION 12 Stock A has an expected return of 8% with a standard deviation of 20% and Stock B has an expected return of 12% with a standard deviation of 40%. Correlation coefficient between the two stocks is 0.8 and the risk-free rate is 2%. Consider a portfolio investing 30% in Stock A and 70% in stock B. What is the Sharpe ratio of the portfolio

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