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15. Calculate the Expected Return and Standard Deviation of a portfolio given the below information. - Barclays has an expected return of 15% and a

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15. Calculate the Expected Return and Standard Deviation of a portfolio given the below information. - Barclays has an expected return of 15% and a standard deviation of 18% - Anglo has an expected return of 12% and a standard deviation of 16% - PnP has an expected return of 9% and a variance of 0.49% - The correlations are: - Barclays and Anglo, =0.55 - Barclays and PnP, =0.4 - Anglo and PnP. =0.18 - Our portfolio consists of 25% in Anglo, 35% in Barclays and the balance in PnP

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