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Which of the following values is the portfolio return and variance?

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A portfolio has 25% of its funds invested in Security C and 75% of its funds invested in Security D. Security C has an expected return of 8% and a standard deviation of 6. Security D has an expected return of 10% and a standard deviation of 10. The securities have a coefficient of correlation of .6. Which of the following values is the portfolio return and variance?

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Manal Elkhoshkhany, MBA
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  • MBA, California State University, Sacramento
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