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a bank has a loan portfolio that worth $20,000. Using the below information, calculate the following: Loan I Loan II Expected return 15% 20% Standard

a bank has a loan portfolio that worth $20,000. Using the below information, calculate the following: Loan I Loan II Expected return 15% 20% Standard deviation 9% 22% Covariance -0.01 1 - expected return and standard deviation weight is 0.5 for both loan 1 and loan 2

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