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    Important information about Expected Return and Standard Deviation of a Portfolio

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    Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 60%.The correlation coefficient between StocksA and B is 0.2. What are the expected return and standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B?

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    Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 60%.The correlation coefficient between ...

    Solution Summary

    Calculates the expected return and standard deviation of a two-asset portfolio.

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