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ABC stock has an expected return of 15% and a standard deviation of 45%. First Corporation stock has an expected return of 19% and a

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ABC stock has an expected return of 15% and a standard deviation of 45%. First Corporation stock has an expected return of 19% and a standard deviation of 50%. The correlation coefficient between ABC stock and First Corporation stock is 0.4. What are the expected return and standard deviation of a portfolio invested 45% in ABC stock and the remainder in First Corporation stock

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