Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that is equally

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Calculate

(a) the expected return and

(b) the volatility (standard deviation) of a portfolio that is equally invested in Johnson & Johnson’s and Walgreens’s stock.

suppose Johnson & Johnson and Walgreens Boots Alliance have expected returns and volatilities shown below, with a correlation of 22%.Appendiximage text in transcribed

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Corporate Finance

ISBN: 9780137845071

6th Edition

Authors: Jonathan Berk, Peter DeMarzo

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