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Calculate the mean annual return and the standard deviation of annual returns for the two funds. Calculate the correlation between the return on Fund A
Calculate the mean annual return and the standard deviation of annual returns for the two funds. Calculate the correlation between the return on Fund A and the return on Fund B. Calculate the excess return each year between the return on Fund A and the return on the FNCE 30 Index. Calculate the tracking error on Fund A relative to the FNCE 30 Index. Calculate the return each year on a portfolio invested 3/5 in Fund A and 2/5 in Fund B
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