The standard deviation of return on investment A is .10 while the standard deviation of return on investment B is .04. If the correlation coefficient between the returns on A and B is -.50, the covariance of returns on A and B is ______.

Asset A has an expected return of 20% and a standard deviation of 25%. The risk free rate is 10%. What is the reward-to-variability ratio (Sharpe ratio. ?

If the CAPM is valid, then the expected return for portfolio B should be:

Stocks L, M, and N each have the same expected returns and standard deviation. The correlation coefficients between the each pair of these stocks are as follows: L and M correlation = -0.80; L and N correlation = + 0.20; M and N correlation = -0.40. Given these correlations, a portfolio constructed of which pairs of stocks will have the lowest standard deviation?

If the CAPM is valid, is the situation for portfolio A possible?

While monitoring a patient who is paralyzed with Rocuronium and sedated with Diprivan during a percutaneous tracheostomy procedure, you note an increase in HR and BP on the monitor.  Which of the following is the most likely cause?

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