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a 3. The Bank of Tinytown has two $20,000 loans that have the following characteristics. Loan A has an expected return of 10 percent and
a 3. The Bank of Tinytown has two $20,000 loans that have the following characteristics. Loan A has an expected return of 10 percent and a standard deviation of returns of 10 percent. The expected return and standard deviation of returns for loan B are 12 percent and 20 percent, respectively. If the correlation coefficient between loans A and B is -0.15, what are the expected return and standard deviation of this portfolio
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