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5. You can form a portfolio of two assets, A and B, whose returns have the following characteristics: Stock Expected Return Standard Deviation Correlation A

5. You can form a portfolio of two assets, A and B, whose returns have the following characteristics: Stock Expected Return Standard Deviation Correlation A 10% 20% 0.5 B 15% 40% a. If you demand an expected return of 12%, what are the portfolio weights? b. What is the portfolios standard deviation

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