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Verified Solution

Question

Finance

tate

probability

Return on A

RETURN ON B

POOR

40%

-0.06

-0.16

NORMAL

35%

0.19

0.17

GOOD

25%

0.3

0.3

Weight a

Weight b

.4

.6

what is the return of stock a

Answer for part 1

what is the return of stock b

Answer for part 2

what is the standard deviation on stock a?

Answer for part 3

what is the standard deviation on stock b?

Answer for part 4

what is the coefficients of variation on stock a?

Answer for part 5

what is the return of the portfolio?

Answer for part 6

what is the correlation

Answer for part 7

what is the standard deviation of the portfolio

Answer for part 8

Answer & Explanation Solved by verified expert
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