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In: Finance

Below are the annual returns of the stock A, B, C and D and the market...

  1. Below are the annual returns of the stock A, B, C and D and the market portfolio for the period 2018-2022. Find the expected return and standard deviation of the stock A, B, C, D and the market portfolio. PREPARED BY HANDWRITING.

Year

Prob.

Asset A

Asset B

Asset C

Asset D

Market

2018

0,20

11,00

9,00

12,00

15,00

14,00

2019

0,25

13,00

11,00

15,00

13,00

12,00

2020

0,10

9,00

8,00

11,00

10,00

9,00

2021

0,20

12,00

12,00

11,00

13,00

12,00

2022

0,25

15,00

10,00

9,00

12,00

13,00

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