what is the expected return on a portfolio that is invested 70 in k and 30 given the following information   25 75   16 12   13 8   A: 13.32% B: 12.25% C: 11.88% D: None are correct E: 11.

10:06 9. Given: EXR) .10 E(R) .15 0₁.03 0₂.05 Calculate the expected returns and expected standard deviations of a two-stock portfolio in which Stock I has a weight of 60 percent under the following conditions: a. 1.00 b.2-0.75 c. P₁2=0.25 d.n=0.00 c. P₁2=-0.25 f.r=-0.75 872-1.00 a. w-1.00 b. w₁=0.75 c. w=0.50 d. w₁ -0.25 c. w;0.05 Expert Q&A Calculate the expected returns and expected standard deviations of a two-stock portfolio having a correlation coefficient of 0.70 under the following conditions: 10. Given: E(R₁) 0.12 E(R₂) = 0.16 .ll? G₁-0.04 0₂-0.06 Plot the results on a return-risk graph. Without calculations, draw what a curve with varying weights would look like if the correlation coefficient had been 0.00, or if it had been -0.70. Done

39. Consider the following information. Assuming this represents the Population. Investment X 4% -10% 8% 8 Year 1 2 3 14% Investment Y -6% 8% 12% -2% Risk Free Rate: 2% The Covariance of Investment X and Investment Y is (Hint: Covariance = 1/nΣ(xi — Xavg)(yi - Yavg) A. -32.60 B. -21.00 C. +144.82 D. -103.50 E. +114.34

Consider the following information: State of Probability of Economy State of Economy 15 45 30 .10 Stock A Stock B Boom 32 42 Good 19 13 Poor -.05 -08 Bust -16 -,28 -09 Your portfolio is invested 30 percent each in A and C, and 40 percent in B. What is the standard deviation of this portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. Do not include a percent sign with your answer.) Numeric Response **** Rate of Return if State Occurs wwwww Stock C 33 12 -.06