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E(RA)=.13E(RB)=.11StandardDeviation(RA)=.09StandardDeviation(RB)=.02Weight(A)=30%Weight(B)=70% Directions: Compute the mean and standard deviation of two portfolios if the covariance is 0.40 and 0.35 between Stock A and Stock B, respectively

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E(RA)=.13E(RB)=.11StandardDeviation(RA)=.09StandardDeviation(RB)=.02Weight(A)=30%Weight(B)=70% Directions: Compute the mean and standard deviation of two portfolios if the covariance is 0.40 and 0.35 between Stock A and Stock B, respectively

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