just need B. ty Here are the returns on two stocks Digital Executive Cheese Frui

Question

just need B. ty

Here are the returns on two stocks Digital Executive Cheese Fruit +7 +15 January February March April May June July August +4 +13 a-1. Calculate the variance and standard deviation of each stock. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Digital Cheese Executive Fruit Retum Return Variance 47.48 23.23 4.82 Standard deviation 6.89 a-2. Which stock is the riskier if held on its own? Digital Cheese OExecutive Fruit b. Now calculate the returns in each month of a portfolio that invests an equal amount each month the two stocks. (Negative amounts should be indicated by a minus sign. Do not round intermedii calculations. Round your answers to 2 decimal places.) Portfolio Return Month

Explanation / Answer

Part B Answers:

January Return = (15% + 7%)/ 2 = 11%

February Return = (-3% + 1%)/ 2 = -1%

March Return = (5% + 4%)/ 2 = 4.5%

April Return = (7% + 13%)/ 2 = 10%

May Return = (-4% + 2%)/ 2 = -1%

June Return = (3% + 5%)/ 2 = 4%

July Return = (-2% - 3%)/ 2 = -2.5%

August Return = (-8% - 2%)/ 2 = -5%

Related Questions

Navigate

• Browse (All)
• Browse J
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.