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50me of a portfolo conasts of stock A. which has an expected teturn of 16.16s and a stancard deviation of ieturns of 22.1975 and the

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50me of a portfolo conasts of stock A. which has an expected teturn of 16.16s and a stancard deviation of ieturns of 22.1975 and the rest of the portfolio consists of stock B. shich thas an expected retura of 16.164 and a siandard deviaton of returns of 22.19 h. . Et the refurns of stock A and stock B do not move perfectly together in the same direction bxthe same celative amount, then which one of the fol owing assertons is true? Assume that the portfolio has at least some stock A and some stock B. The expected cotum of the poetfolo is 16.16% and the standed deviation of the pentlolis lis 22.19 The expected rofurn of the poitfolo h not 16.16% and the standard deviation of the portflio is nol 22.19 The expected return et the pertfollo is not 16.15% and the utandard deviaion of the portfllo is 22.19 The evention can set be arawered without mise specifc inlormation on how much of the portisio sansists of shock A and hew much consints of stock B A. Click submit to complete this atsostment

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