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An investor is considering putting together an investment portfolio that consists of Techsolve Ltd and Dataline ( Pty ) Utd shares, referred to as Portfolio

An investor is considering putting together an investment portfolio that consists of Techsolve Ltd and Dataline (Pty) Utd shares, referred to as Portfolio A. The investor has a conservative approach to making investments. The expected returns and standard deviations for each share are as follows:
\table[[,Techsolve Ltd,Dataline (Pty) Ltd],[Expected return,8%,12%
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