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Calculate the expected return and the standard deviation of a portfolio, given the following information: E(R A ) = 11%; E(R B ) = 9%;

  1. Calculate the expected return and the standard deviation of a portfolio, given the following information:

E(RA) = 11%; E(RB) = 9%; sA = 4%; sB = 6%; WB = 0.75; CORRAB = - 0.4583

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