COMMON STOCKS A,B,C, and D had the following quaterly returs. A B C D 0.10 0.07

Question

COMMON STOCKS A,B,C, and D had the following quaterly returs.

A B C D

0.10 0.07 0.05 0.08

0.11 0.09 0.05 0.13

0.13 0.11 -0.06 0.05

-0.04 -0.06 0.03 0.07

0.10 0.05 0.06 0.02

0.08 0.12 0.07 0.12

0.15 0.14 0.12 0.03

-0.02 0.08 0.08 0.04

0.07 -0.04 -0.07 0.06

0.09 0.07 0.10 0.11

A.) Determine the expected quaterly return, and standard deviation of each stock?

B.) Determine the correlations among them?

C.) What is the expected return and standard deviation of a portfolio comprised of 25% stock A, 15% stock B, 40% stock C, and 20% stock D.

Explanation / Answer

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