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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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