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38) 38) Security M has an expected return of 10 percent with a standard deviation of 8 percent. Security N has an expected return of
38) 38) Security M has an expected return of 10 percent with a standard deviation of 8 percent. Security N has an expected return of 12 percent and a standard deviation of 10 percent. The expected correlation coefficient between M and N is +0.5. Calculate the expected return and standard deviation of a portfolio consisting of equal dollar amounts of the two securities
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