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Consider the following information about two stocks X and Y. X's expected return 0.18, standard deviation 0.06, covariance with market portfolio 0.00108. Y's expected return

Consider the following information about two stocks X and Y. X's expected return 0.18, standard deviation 0.06, covariance with market portfolio 0.00108. Y's expected return 0.12, standard deviation 0.02, covariance eith market portfolio 0.00036.
a. Assume you combine the two stocks ina portfolio with thr goal to create an expected return of 15%. What proportion of your money should you invest in each of these stocks?
50%\50% 25%\75% 75%\25% 0%\100% 10%\90%
b.What is the standard deviation in an equally weighted portfolio between X and Y?
1.12% 3.35% 4.6% 13.78% 14.18%
c. what is the estimated lr empirical beta of an equally weighted protfolio between x and y
0.467? 0.8? 0.875? 1? 2?
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