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6) Suppose you invest 35% of your portfolio in 3M and 65% in Comcast. The expected $ return on these stocks is 13% and 19%
6) | Suppose you invest 35% of your portfolio in 3M and 65% in Comcast. | ||||||
The expected $ return on these stocks is 13% and 19% respectively. | |||||||
The Standard deviations of their returns are 17% & 23%, respectively. | |||||||
Assume a correlation coefficient of 0.33. | |||||||
Calculate Portfolio variance and Standard Deviation. |
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