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a mutual fund has two risky assets, stock (s) and bond (b), with weights ws =30% and wb =70%. The expected returns, standard deviations and

a mutual fund has two risky assets, stock (s) and bond (b), with weights ws =30% and wb =70%. The expected returns, standard deviations and correlations of the two assets are E(rs) =20%, E(rb) =10%, STDEV s= 40%, STDEVb 20%, and psb = 10%. How much will the expected return of this mutual fund

a= 10%

b =13%

c= 17%

d=20%

e= none of the above

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