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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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