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2- a) Calculate the expected return and standard deviation of a portfolio invested in the following two risky assets. (4/2) Security w Er) A 18.63

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2- a) Calculate the expected return and standard deviation of a portfolio invested in the following two risky assets. (4/2) Security w Er) A 18.63 B 60% 5 8.27 Correlation coefficient p= -0.49 40% 10 b) Calculate the expected return of a complete portfolio invested equally in the risky portfolio calculated previously (a) and risk-free asset with 4% return. Compare your results?(27)

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