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Compare the mean and standard deviation of the S&P 500 return with the investment opportunity set for stocks 1 and 2. Before considering your results,
Compare the mean and standard deviation of the S&P 500 return with the investment opportunity set for stocks 1 and 2. Before considering your results, how would you expect the S&P 500 return characteristics to compare with this opportunity set? Are your actual results consistent with this expectation? Explain.
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