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An investor considers two portfolios: 1 ) Portfolio A with a return of 1 3 . 7 % and a standard deviation of 8 %
An investor considers two portfolios: Portfolio A with a return of and a standard deviation of and Portfolio B with a return of and a standard deviation of Assuming the correlation between A and B is and he invests in A and in B what range of returns should this portfolio produce of the time?
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