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Expected Return Standard Deviation A 10% 30% B 20% 50% The correlation between the returns is 0.5 What is the weights for a portfolio with

Expected Return Standard Deviation

A 10% 30%

B 20% 50%

The correlation between the returns is 0.5

What is the weights for a portfolio with an expected return of 5%? What is the standard deviation of this portfolio?

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