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4. Given here is the return and risk for three stocks: Stocks B S M . E(R) 0.04 0.1 0.09 Variance 0.02 0.03 0.008 Standard

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4. Given here is the return and risk for three stocks: Stocks B S M . E(R) 0.04 0.1 0.09 Variance 0.02 0.03 0.008 Standard deviation 0.14 0.17 0.089 Calculate expected equal-weighted portfolio return and risk (standard deviation) assuming PBS, PBM, and Psm are 1.0, -0.2, and 0.67, respectively

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