20 2 points 03:28:14 Skipped Security F has an expected return of 10.7 percent and a...
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20 2 points 03:28:14 Skipped Security F has an expected return of 10.7 percent and a standard deviation of 43.7 percent per year. Security G has an expected return of 15.7 percent and a standard deviation of 62.7 percent per year. a. What is the expected return on a portfolio composed of 37 percent of Security F and 63 percent of Security G? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the correlation between the returns of Security F and Security G is .32, what is the standard deviation of the portfolio described in part (a)? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a. Expected return % eBook b. Standard deviation % References 20 2 points 03:28:14 Skipped Security F has an expected return of 10.7 percent and a standard deviation of 43.7 percent per year. Security G has an expected return of 15.7 percent and a standard deviation of 62.7 percent per year. a. What is the expected return on a portfolio composed of 37 percent of Security F and 63 percent of Security G? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the correlation between the returns of Security F and Security G is .32, what is the standard deviation of the portfolio described in part (a)? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a. Expected return % eBook b. Standard deviation % References
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