The following information relates to the prices and dividends of two stocks listed on the Ghana Stock Exchange as well as the average market returns. Stock A Stock B Year Price Div Price Div Market...


The following information relates to the prices and dividends of two stocks listed on the Ghana Stock Exchange as well as the average market returns.






































































Stock A



Stock B





Year



Price



Div



Price



Div



Market Returns



2011



20



0



11



0



0



2012



24



1.2



13



1.6



0.25



2013



26



0.5



17



0.5



0.18



2014



31



1



20



0.9



0.11



2015



33



1.5



23



1.2



0.12



2016



40



2



27



1.5



0.15




Required.


1. Calculate the annual returns for each stock (2012-2016)



2.Calculate the average returns for each of the stocks and the market



3.Calculate the covariance between the stocks



4.Assuming the two stocks are equally weighted, calculate the portfolio return and portfolio risk



Jun 10, 2022
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