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Home / Questions / refer to the table of data below and answer the questions that follow

refer to the table of data below and answer the questions that follow

refer to the table of data below and answer the questions that follow

economic state probability of economic state return on stock J return on stock K

bear 0.25 -0.02 0.034

normal 0.60 0.138 0.062

bull 0.15 0.218 0.092

calculate the expected return of each stock

if a portfolio was created with from 30% of stock j and 70% of stock k what is the expected return of the portfolio?

calculate the standard deviation of each stock?

calculate the covariance between the two stocks

calculate the correlation coefficient between the two stocks

what is the portfolio standard deviation?

Jan 31 2020 View more View Less

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