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An investor forms a portfolio of two stocks, Alpha and Beta. Information regarding the two stocks is shown below: Stock Expected Return Standard Deviation Alpha
An investor forms a portfolio of two stocks, Alpha and Beta. Information regarding the two stocks is shown below:
Stock Expected Return Standard Deviation
Alpha
Bravo
The correlation between returns on Alpha and Bravo is The investor will put of her wealth in Alpha and the of her wealth in Bravo. What is the standard deviation of the investors portfolio?
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