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11. Use the information below to calculate the expected return and standard deviation of an equally-weighted portfolio containing Stocks J and K? (10) R =

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11. Use the information below to calculate the expected return and standard deviation of an equally-weighted portfolio containing Stocks J and K? (10) R = 10% Rx = 15% ; = 20%. OK = 35%. Tik = 0.70 12. What set of weights would produce the minimum standard deviation of the portfolio above if the correlation between stocks were - 1.009

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