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Assume that you will make up a portfolio of two (2) assets one in US and one in Germany, the expected returns of US and
Assume that you will make up a portfolio of two (2) assets one in US and one in Germany, the expected returns of US and Germany assets are 14% and 18% respectively, the standard deviation 15% and 20%, the correlation coefficient is 0.34, you will invest 40% of your wealth in the US asset, calculate the expected return and expected risk of this portfolio
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