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11. Excel Solution Using your estimates from Problem 9 and the fact that the correlation of A and B is 0.48 , calculate the volatility
11. Excel Solution Using your estimates from Problem 9 and the fact that the correlation of A and B is 0.48 , calculate the volatility (standard deviation) of a portfolio that is 70% invested in Stock A and 30% invested in Stock B. 9. Excel Project Stocks A and B have the following returns: a. What are the expected returns of the two stocks? b. What are the standard deviations of the two stocks? c. If their correlation is 0.46 , what is the expected return and standard deviation of a portfolio of 70% Stock A and 30% Stock B
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