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2-a) Calculate the expected return and standard deviation of a portfo.o invested in the following two risky assets. (4/. ) Security W E() A 40%

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2-a) Calculate the expected return and standard deviation of a portfo.o invested in the following two risky assets. (4/. ) Security W E() A 40% 10 18.63 B 60%5 8.27 Correlation coefficient = -0.49 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? (21. )

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