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(1 point) The mean and volatility of the returns on two assets are as follows. Asset i Mi, Expected Return on Asset i 1 8%
(1 point) The mean and volatility of the returns on two assets are as follows. Asset i Mi, Expected Return on Asset i 1 8% 2 10% 0, Volatility of Return on Asset i 14% 37% The correlation between the returns on the two assets is p = 40%. Compute the mean and standard deviation of my portfolio return, assuming I allocate 20% of my wealth to the first asset. Express your answers as percentages, to the nearest basis point. Mean = %. Standard Deviation = %
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