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17) A portfolio has ( 40 % ) of its value in Apple shares and the rest in Amazon. The expected average return of Apple
17) A portfolio has \\( 40 \\% \\) of its value in Apple shares and the rest in Amazon. The expected average return of Apple and Amazon are \\( 15 \\% \\) and \\( 10 \\% \\) respectively. The volatility of Apple and Amazon are \\( 25 \\% \\) and \\( 35 \\% \\), respectively, and the correlio? (Show your work.) the expected return and volatility of the porfolion \\( =21.25 \\)
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Investment Analysis And Portfolio Management
Authors: Frank K. Reilly, Peggy L. Hedges, Philip Chang, Keith C. Brown, Hedges Reilly Brown
1st Canadian Edition
0176500693, 978-0176500696
