Common stocks A, B, C, and D had the following quarterly returns. A B C D 0.07 0

Question

Common stocks A, B, C, and D had the following quarterly returns.
A B C D
0.07 0.05 0.07 0.12
0.14 0.08 0.05 0.09
0.10 0.14 -0.04 0.13
-0.09 -0.10 0.05 0.06
0.12 0.05 0.06 0.08
0.13 0.09 0.10 0.07
0.11 0.12 0.13 0.05
-0.06 0.03 0.09 0.11
0.07 -0.07 -0.08 0.06
0.08 0.07 0.08 0.10
a) Determine the expected quarterly return, and standard deviation of each stock.
b) Determine the correlations among them.
c) What is the expected return and standard deviation of a portfolio comprised of 20% stock A, 15% stock B, 30% stock C, and 35% stock D.

Explanation / Answer

How do you calculate the expected quarterly return?

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