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Brenda Weiss is a portfolio manager managing a portfolio worth $ 2 , 0 0 0 , 0 0 0 . Being optimistic about the
Brenda Weiss is a portfolio manager managing a portfolio worth $ Being optimistic about the prospects of the stock market in the coming months, she has borrowed $ at an interest rate of and has invested this money, together with the dollars that she has in two portfolios of risky securities $ have been invested in an S&P index fund, and the rest in a small stock fund. Brenda assesses that the expected return on the S&P fund is with a standard deviation of and that the expected return on the small stock fund is with a standard deviation of She also assesses the correlation coefficient between the S&P fund and the small stock fund to be What is the expected return and standard deviation of return on Brenda's portfolio?
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