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An investor is given the two investment alternatives (Assets A and B) with the following characteristics: Asset Expected Return Standard Deviation of Returns A 11.82
An investor is given the two investment alternatives (Assets A and B) with the following characteristics:
Asset Expected Return Standard Deviation of Returns
A 11.82 percent 30.6 percent
B 23.25 percent 41.5 percent
What is the expected return of a portfolio comprised of 70 percent of an investor's wealth invested in Asset A and 30 percentinvested in Asset B?
16.39 percent | ||
17.54 percent | ||
15.25 percent | ||
19.36 percent | ||
18.68 percent |
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