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Given E(R1) = .01, E(R2)= .15, St Dev 1= .03, and St.Dev.2= .05. calculate the standard deviation and expected return of a portfolio where stock
- Given E(R1) = .01, E(R2)= .15, St Dev 1= .03, and St.Dev.2= .05. calculate the standard deviation and expected return of a portfolio where stock 1 has 60% of the weight. The correlation between the two stocks is 1.
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Business Finance
Authors: Eddie McLaney
11th Edition
1292134402, 9781292134406
