Fill in the missing information in the following table. Assume that Portfolio AB

Question

Fill in the missing information in the following table. Assume that Portfolio AB is 50 percent invested in Stock A. (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.)

           Stock A                       Stock B                     Stock AB

2009    13.5 %                        23.5 %                           %

2010      36 %                       –36.5 % %   

2011     –19 %                        46.5 %                           %

2012     25.5 %                       16.5 %                           %

2013     14 %    25.5 %                            %

Average return      %                 %                                 %

Standard deviation %                %                                  %

Explanation / Answer

Year Stock A Stock B Stock AB D(M-R) D*D 2009 13.50% 23.50% 18.50% -3.95% 0.0016 2010 36% -36.50% -0.25% 14.80% 0.0219 2011 -19% 46.50% 13.75% 0.80% 0.0001 2012 25.50% 16.50% 21.00% -6.45% 0.0042 2013 14% 25.50% 19.75% -5.20% 0.0027 total return 70.00% 75.50% 72.75% 0.0304 Average return 14.00% 15.10% 14.55% 0.61% Standard deviation=SQRT(.61) 7.80% D= difference M= average R= actual return

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