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Mean 8.00% 11.00% Variance 1.71% 2.67% Standard deviation 13.08% 16.34% Covariance 0.20% Correlation 0.09360 Proportion of stocok A in portfolio Portfolio Variance Portfolio standard deviation

Mean 8.00% 11.00%
Variance 1.71% 2.67%
Standard deviation 13.08% 16.34%
Covariance 0.20%
Correlation 0.09360
Proportion of stocok A in portfolio Portfolio Variance Portfolio standard deviation Portfolio mean
0% 2.67%
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1) Given the data, figure out the correlation between two stocks.

2) Fill out the table for the mean, variance, and standard deviation for the portfolio

3) Draw a plot for the relationship between risk and return, as shown below.

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