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c. You have been asked for your advice in selecting a portfolio of assets and have been given the following data: Expected Return Year Asset-A

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c. You have been asked for your advice in selecting a portfolio of assets and have been given the following data: Expected Return Year Asset-A Asset-B Asset-C 2004 12% 16% 12% 2005 14% 14% 14% 2006 16% 12% 16% No probabilities have been supplied. You have been told that you can create two portfolios- one consisting of asset A and B and the other consisting of assets A and C-by investing equal proportions (50%) in each of the two component assets. L What is the expected return for each of asset over the 3-year period? What is the standard deviation for each asset's return

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