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Posted by:
Homeworkhelp 
Price Quoted by Student: $2.5 
Posted On: 20110124 12:12:59 


Question
Stocks A and B each have an expected return of 15%, a standard deviation of 20%, and a beta of 1.2. The returns on the two stocks have a correlation coefficient of +0.6. You have a portfolio that consists of 50% A and 50% B. Find expected return? 

Solutions 
The expected return on a portfolio is the weighted 

Attachment 1: Stocks A and B.doc

Solution Posted By: Homeworkhelp Posted on:
24012011 




 
