You are given the following information: Expected return on stock A 12% Expected return on stock B
Question:
You are given the following information:
Expected return on stock A 12%
Expected return on stock B 20%
Standard deviation of returns:
stock A 1.0 stock B 6.0 Correlation coefficient of the returns on stocks A and B 1.2
a) What are the expected returns and standard deviations of a portfolio consisting of:
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