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Assume that you set up a portfolio composed of Stock A and Stock B. You invested 40% of your capital on Stock A whereas 60%
Assume that you set up a portfolio composed of Stock A and Stock B. You invested 40% of your capital on Stock A whereas 60% of your capital on Stock B. During the last 3 years, your portfolio showed the following performance.
Stock AStock B20190.1-0.120200.2020210.30.4
Please calculate an average portfolio return and risk (standard deviation or variance) during last three years.
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