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1)Consider either a Portfolio of Stock A and Stock B or a portfolio of Stock A and Stock C Expected Return Year A B C 2009 0.14 0.17 0.12 2010

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1)Consider either a Portfolio of Stock A and Stock B or a portfolio of Stock A and Stock C

Expected Return 
Year         A               B             C 
2009    0.14         0.17          0.12 
2010    0.12        0.15          0.14 
2011   0.13        0.10          0.16

Stock  ...

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Question Preview:

1)Consider either a Portfolio of Stock A and Stock B or a portfolio of Stock A and Stock C

Expected Return 
Year         A               B             C 
2009    0.14         0.17          0.12 
2010    0.12        0.15          0.14 
2011   0.13        0.10          0.16

Stock               Expected Return            Standard Deviation 
A                              .13                                     .00816 
B                              .14                                     .02944 
C                             .14                                     .01633
Any investment would entail placing 50% of your investment in both stocks.
a)Calculate the portfolio return for both portfolios.
b)Calculate the correlation coefficient for both portfolios
c)Calculate the portfolio standard deviation for both portfolios

2) 
Return    A    B
2000    0.15    0.16
2001    0.14    0.13
2002    0.12    0.11
2003    0.18    0.19
2004    0.09    0.08
2005    0.20    0.21

Calculate return of Portfolio & covariance of SD.

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