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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

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