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Are my answers in bold below correct? Stock A: Expected return is 10% Stock A: Std deviation is 30% Stock B: Expected return i 13%

Are my answers in bold below correct?

Stock A: Expected return is 10%

Stock A: Std deviation is 30%

Stock B: Expected return i 13%

Stock B: Std deviation is 45%

Correlation between A and B is -0.75

Stock A beta is 1.30

Stock B beta is 1.20

% portfolio in Stock A is 40%

% portfolio in Stock B is 60%

Calculate the expected return of the portfolio = 11.8%

Calculate the standard deviation of the portfolio = 19.7%

Calculate beta of portfolio = -1.1

Thank you!

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