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Expected R Risk-Free Rate Deviation Stock A 35% 6% 15% Stock B 15% 6% 9% Cov(A,B) 0.01452 Calculate the expected return and standard deviation of
Expected R | Risk-Free Rate | Deviation | |
Stock A | 35% | 6% | 15% |
Stock B | 15% | 6% | 9% |
Cov(A,B) | 0.01452 |
Calculate the expected return and standard deviation of the optimal portfolio if the risk-free rate is 6%?
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