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

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

Expert Solution

jeff jeffy answered 3 years ago

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