Portfolio Returns and Volatilities Fill in the missing information in the following table. Assume that Portfolio AB is 30 percent invested in Stock A.
|
Year |
Stock A |
Stock B |
Portfolio AB |
|
2003 |
11% |
21% |
|
|
2004 |
37 |
38 |
|
|
2005 |
21 |
48 |
|
|
2006 |
26 |
16 |
|
|
2007 |
13 |
24 |
|
|
Average return |
|||
|
Standard deviation |