Given the Returns of Two Stocks J and K in the Table

question 6

Multiple Choice

Given the returns of two stocks J and K in the table below over the next 4 years.Find the expected return and standard deviation of holding a portfolio of 40% of stock J and 60% in stock K over the next 4 years:

• A)10.7% and 1.34%
• B)10.6% and 1.79%
• C)10.6% and 1.16%
• D)14.3% and 2.02%