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Johns Bank currently offers traditional banking services, from which they generate an average return of 6% while bearing a risk (o) of 3%. They are

Johns Bank currently offers traditional banking services, from which they generate an average return of 6% while bearing a risk (o) of 3%. They are planning to allocate 65% of their activity to non-traditional services from which they expect an average return of 10% while bearing a risk (0) of 8%.

The correlation (p) between traditional and non-traditional revenues is 0.8. What would be the expected return of this portfolio of "2 assets"?"

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