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2. Consider the following information for stock A and stock B: 3 pts E(A)=13% -52% E(T ) -8% % -31% PAB=0.7 a. A portfolio of

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2. Consider the following information for stock A and stock B: 3 pts E(A)=13% -52% E(T ) -8% % -31% PAB=0.7 a. A portfolio of these two stocks has an expected return of 11.20%. What is the standard deviation of the portfolio? b. What is the covariance between A and B

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