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Asap please (al An investor invested $5% of his money in stock A and 35% in stock B and constructed a portfolio. The return data

Asap please

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(al An investor invested $5% of his money in stock A and 35% in stock B and constructed a portfolio. The return data for both stock A and B are given below eatven on stock A IN Reham on stock B () Weight-0 35 10 15 1 75 5:21 1 12 723 0 25 6 32 1322 13.12 10 25 2. 25 1 25 35 Calculate the correlation coefficient between Stock A and Stock B. (1 mark) Calculate the portfolio standard deviation using the above data. (3 marks) i Will this portfolio selection reduce the risk efficiently? Please explain. (0.5+2.5=3 marks) (b) According to the capital asset pricing model the expected return on shares in the Gamma Corporation is 10.16%. The beta value associated with these shares is 1.25 and the risk-free rate of interest is 4% Given (tus informat the market risk premium and the expected retum on the market portfolio

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