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I need the answer as soon as possible 4137 Q.15. Securities D, E and F have the following characteristics with respect to expected return, standard
I need the answer as soon as possible
4137 Q.15. Securities D, E and F have the following characteristics with respect to expected return, standard deviation and the correlation between them: Securities Return 0 Correlation coefficients D-E D F E-F D 0.08 0.02 0.40 0.60 E 0.15 0.16 0.40 0.80 F 0.12 0.08 0.60 0.80 What is the expected teturn and standard deviation of a portfolio composed of equal investments in each? CS Scanned with CamScannerStep by Step Solution
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