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5. Given the following information, calculate the expected return of the stock and bond funds, their standard deviations, and their correlation coefficient. (The covariance between

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5. Given the following information, calculate the expected return of the stock and bond funds, their standard deviations, and their correlation coefficient. (The covariance between the two funds is -156 Returns Probability Stock Fund Bond Fund Recession 4 -9% 17% Normal .2 12% 7% Boom .4 30% -3% 5. Given the following information, calculate the expected return of the stock and bond funds, their standard deviations, and their correlation coefficient. (The covariance between the two funds is -156 Returns Probability Stock Fund Bond Fund Recession 4 -9% 17% Normal .2 12% 7% Boom .4 30% -3%

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