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Calculate the expected return of a portfolio that has 11% invested in Asset A (i.e., short Asset A ), 71% invested in Asset B ,

Calculate the expected return of a portfolio that has 11% invested in Asset A (i.e., short Asset A), 71% invested in Asset B, and 40% invested in Asset C. Express you answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%).

Asset A Asset B Asset C
Expected Return 0 0.17 0.1
Standard Deviation 0.35 0.18 0.17

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