= (a) Calculate the expected return and the standard deviation for each of the following portfolios:

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=

(a) Calculate the expected return and the standard deviation for each of the following portfolios:

α : 100% ; : 75% 25% ; : 50% 50% ; : 25% 75% ; β δ

: 100%

C CD CD CD D

+ ++ σ

ε

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Corporate Finance Theory And Practice

ISBN: 9781118849330

4th Edition

Authors: Pierre Vernimmen, Pascal Quiry, Maurizio Dallocchio, Yann Le Fur, Antonio Salvi

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