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e) What is the expected return on the following portfolio? Assuming the correlation coefficient between A and B is 0.5, the correlation coefficient between A
e) What is the expected return on the following portfolio? Assuming the correlation coefficient between A and B is 0.5, the correlation coefficient between A and C is 0.1, and the correlation coefficient between B and C is 0.3, what is the standard deviation of the portfolio?
Stock | Expected Return | Standard Deviation | Number of Shares | Stock Price ($) |
A | 9% | 15% | 750 | 35 |
B | 12% | 25% | 960 | 20 |
C | 16% | 40% | 1000 | 50 |
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