0084pointseBookProblem 11-10 Portfolio Returns and Volatilities (LO2, CFA4)Fill in the missing information in the following table. Assume that Portfolio AB is 50 percent invested in Stock A.Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as apercent rounded to 2 decimal places.Year2018Print201920202021References2022Average returnStandard deviationAnnual Returns on Stocks A and BStock AStock BPortfolio AB11.5 %21.5 %%36.8 %-37.7%%-20.6 %47.7 %%25.9 %16.1 %%13.2 %24.3%%%%%%%%

Average Return The average return for each stock and the portfolio is calculated by taking the sum…

Answered: 00 8 4 points eBook Problem 11-10…

Fundamentals of Financial Management (MindTap Course List)

15th Edition

ISBN:9781337395250

Author:Eugene F. Brigham, Joel F. Houston

Publisher:Eugene F. Brigham, Joel F. Houston

Chapter8: Risk And Rates Of Return

Section: Chapter Questions

Problem 22SP

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Problem 11-10 Portfolio Returns and Volatilities (LO2, CFA4)
Fill in the missing information in the following table. Assume that Portfolio AB is 50 percent invested in Stock A.
Note: A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a
percent rounded to 2 decimal places.
Year
2018
Print
2019
2020
2021
References
2022
Average return
Standard deviation
Annual Returns on Stocks A and B
Stock A
Stock B
Portfolio AB
11.5 %
21.5 %
%
36.8 %
-37.7%
%
-20.6 %
47.7 %
%
25.9 %
16.1 %
%
13.2 %
24.3%
%
%
%
%
%
%
%

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