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...