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  3. two common stocks, x and y , have the following ex

Two common stocks, X and Y , have the following expected return, Beta and Variance...

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Two common stocks, X and Y , have the following expected return, Beta and Variance of return over the next year: Variance Beta Common stock Expected Return X 8% 6 1.20 Y 0.90 4% 15 Additionally, assume that the correlation coefficient of returns between securities X and Y is 0.0%. For a portfolio consisting of 60 percent of invested in stock X and the remainder invested in stock Y, determine the: Standard deviation of the portfolio XY. b- Beta of the portfolio XY

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