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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 Alpha 6%
An investor forms a portfolio of two stocks, Alpha and Beta. Information regarding the two stocks is shown below: Stock Expected Return Alpha 6% Standard Deviation 25% 30% Bravo 8% The correlation between returns on Alpha and Bravo is 0.30. The investor will put 40% of her wealth in Alpha and the 60% of her wealth in Bravo. What is the expected return on the investor's portfolio? -Da
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