SharesExpected returnStandard deviationWeight in portfolioY6%5%60%Z14%12%40%  A portfolio is made up of shares Y and Z. The correlation coefficient of shares Y and Z is 0.90.        What is the expected return of the portfolio?Select one:a.5.60%b.9.20%c.10.00%d.3.60%

A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 35%, while stock B has a standard deviation of return of 15%. The correlation coefficient between the returns on A and B is 0.75. Stock A comprises 40% of the portfolio, while stock B comprises 60% of the portfolio. The standard deviation of the return on this portfolio is _________. Group of answer choices17.74%21.59%20.39%19.11%

A bank has two loans A & B, valued $20,000 and $30,000 respectively that have the following characteristics: Loan A has an expected return of 12 per cent and a standard deviation of returns of 10 per cent. The expected return and standard deviation of returns for loan B are 8 per cent and 6 per cent, respectively. If the correlation between loans A and B is -0.15, what are the expected return and standard deviation on this portfolio? (1 mark)Question 16Answera.10.4% and 5.24%b.9.6% and 4.96%c.9.6% and 6.87%d.10.4% and 6.87%e.10.4% and 4.96%

.A portfolio has $200,000 invested in Asset X and $300,000 in Asset Y. Consider the summary measures in the following table. Measures Expected return (%) Standard deviation (%) Correlation coefficient 8 12 Asset X Asset Y 12 20 0.40 a. Calculate the portfolio weights for Asset X and Asset Y. b. Calculate the expected return for the portfolio. c. Calculate the standard deviation for the portfolio.

You own a portfolio that is 30% invested in Stock X, 20% in Stock Y, and 50% in Stock Z. The expected returns on these three stocks are 11%, 17%, and 13%, respectively. What is the expected return on the portfolio? (Do not round intermediate calculations. Round the final answer to 2 decimal places.) Portfolio expected return

Stock X has a standard deviation of return of 30%. Stock Y has a standard deviation of return of 20%. The correlation coefficient between the two stocks is 0.61. If you invest 60% of your funds in Stock X and 40% in Stock Y.The standard deviation of your portfolio is, therefore ______%.