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An investor owns a portfolio of two stocks x and y , the expected return and standard deviation of returns of the two stocks are
An investor owns a portfolio of two stocks x and y the expected return and standard deviation of returns of the two stocks are ERx ERy Sx Sy respectively. The covariance of the returns is COVxy The investor invests Rs in stock x and Rs in stock y What is the expected return of the portfolio?
Select one:
a
b
c
d
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