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A portfolio has 25% of its funds invested in Security C and 75% of its funds invested in Security D. Security C has an expected

A portfolio has 25% of its funds invested in Security C and 75% of its funds invested in Security D. Security C has an expected return of 8% and a standard deviation of 6%.

Security B has an expected return of 10% and a standard deviation of 10%. The securities have a coefficient of correlation of.6. What is the portfolio return and variance?

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