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Determine the expected return and standard deviation respectively of the following portfolio consisting of two stocks that have a correlation coefficient of 0.85. (5 marks)

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Determine the expected return and standard deviation respectively of the following portfolio consisting of two stocks that have a correlation coefficient of 0.85. (5 marks) Select one: a. 15.2%,18.1349% b. 15.2%,19.1255% C. 15.2%.19.26655% d. 15.2%,17:1655% e. 15.2%,2641%

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