Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has

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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 the two is 0.2. What are the expected return and standard deviation for a portfolio with 30% in Stock A and 70% in Stock B?
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Financial Management Theory And Practice

ISBN: 9781439078105

13th Edition

Authors: Eugene F. Brigham, Michael C. Ehrhardt

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