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Expected return and standard deviation. Use the following information to answer the questions: a. What is the expected return of each asset? b. What is
Expected return and standard deviation. Use the following information to answer the questions: a. What is the expected return of each asset? b. What is the variance and the standard deviation of each asset? c. What is the expected return of a portfolio with 8% in asset J,54% in asset K, and 38% in asset L ? d. What is the portfolio's variance and standard deviation using the same asset weights from part (c)? Hint: Make sure to round all intermediate calculations to at least seven (7) decimal places. The input instructions, phrases in parenthesis after each answer box, only apply for the answers you will type. Data table (Click on the following icon in order to copy its contents into a spreadsheet.) What is the expected return of asset K ? (Round to four decimal places.) What is the expected return of asset L ? (Round to four decimal places.) b. What is the variance of asset J ? (Round to four decimal places.) What is the variance of asset K ? (Round to four decimal places.)
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