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The following table, contains annual returns for the stocks of ABC Corp. (ABC) and Company B (B). The returns are calculated using end-of-year prices (adjusted for dividends and stock splits). Use the information for ABC Corp. (ABC) and Company B (B) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of ABC and B using the following, respective, weightings: (1.0, 0.0), (0.9, 0.1), (0.8, 0.2), (0.7, 0.3), (0.6, 0.4), (0.5, 0.5), (0.4, 0.6), (0.3, 0.7), (0.2, 0.8), (0.1, 0.9), and (0.0, 1.0). The average annual returns over the 10-year period for ABC and B are 17.68% and 13.52% respectively. Also, calculate the portfolio standard deviation over the 10-year period associated with each portfolio composition. The standard deviation over the 10-year period for ABC Corp. and Company B and their correlation coefficient are 23.94%, 20.73%, and 0.83952 respectively. (Hint: Review Table 5.2.) Enter the average return and standard deviation for a portfolio with 100% ABC Corp. and 0% Company B in the table below. (Round to two decimal places.) Portfolio Standard Deviation Portfolio Weights WABC WB Portfolio Average Return "ABC = 17.68% 18 = 13.52% 1.0 0.0 % % information for ABC Corp. (ABC) and Company B (B) to create an Excel spreadsheet that calculates the average returns over the 10-year period for portfolios comprised of ABC and B using the following, respective, weightings: (1.0, 0.0), (0.9, 0.1), (0.8, 0.2), (0.7, 0.3), (0.6, 0.4), (0.5, 0.5), (0.4, 0.6), (0.3, 0.7), (0.2, 0.8), (0.1,0.9), and (0.0, 1.0). The average annual returns over the 10-year period for ABC and B are 17.68% and 13.52% respectively. Also, calculate the portfolio standard deviation over the 10-year period associated with each portfolio composition. The standard deviation over the 10-year period for ABC Corp. and Company B and their correlation coefficient are 23.94%, 20.73%, and 0.83952 respectively. (Hint: Review Table 5.2.) Data table Enter the average return and standard deviation for a pl TRUIT TOOM mvuorovy T vorTTT no vaca Noworo into a spreadsheet.) Portfolio Weights WABC Portfolio A ABC = 17.68% WB Year 1.0 0.0 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 ABC Returns -5.7% 2.2% - 30.6% - 11.7% 30.8% 24.6% 22.9% 51.2% 38.7% 31.8% 26.4% 5.7% 43.5% B Returns 17.2% -6.7% - 25.5% -3.8% 11.3% 10.3% 5.6% 42.6% 42.9% 40.8% 13.9% -0.2% 27.3% Help me solve this Etext pages As Clear all Check answer Print Done

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