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Ebenezer Scrooge has invested 65% of his money in share A and the remainder in share B. He assesses their prospects as follows: a. What
Ebenezer Scrooge has invested 65% of his money in share A and the remainder in share B. He assesses their prospects as follows: a. What are the expected return and standard deviation of returns on his portfolio? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. b. How would your answer change if the correlation coefficient were 0 or -0.50 ? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. c. Is Mr. Scrooge's portfolio better or worse than one invested entirely in share A, or is it not possible to say? Complete this question by entering your answers in the tabs below. What are the expected return and standard deviation of returns on his portfolio? Note: Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places
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