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EDIATE 6. You have the following information on two securities in which you have invested: Security Xerox Expected Return Standard Deviation Beta Percent Invested (w)

image text in transcribed EDIATE 6. You have the following information on two securities in which you have invested: Security Xerox Expected Return Standard Deviation Beta Percent Invested (w) 15% 4.5% 1.20 35% Ford 12% 3.8% 0.98 65% ACIO a. Which stock is riskier in a portfolio context? Which stock is riskier if you are considering them as individual assets (not part of a portfolio)? b. Compute the expected return on the portfolio. If the securities have a correlation of +0.60, compute the standard deviation of the portfolio. d. Compute the beta of the portfolio. Ciuimage text in transcribed

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