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Given the following information, you are required to calculate the expected return and standard deviation of a portfolio comprising of 60% of security A and
Given the following information, you are required to calculate the expected return and standard deviation of a portfolio comprising of 60% of security A and 40% of security B assuming:
(i) rAB = 1
(ii) rAB = -1
(iii) rAB = 0
SECURITYEXPECTED RETURNSTANDARD DEVIATION
A18%9%
B25%14%
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