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Mohammed is holding a portfolio of two stocks, Dell and HP. Following are the details of his portfolio: Correlation coefficient 0.6 Portfolio Weights Expected Return
Mohammed is holding a portfolio of two stocks, Dell and HP. Following are the details of his portfolio:
Correlation coefficient
0.6
Portfolio
Weights
Expected Return
Standard Deviation
HP
0.2
12%
11%
Dell
0.8
15%
13%
Calculate the Expected Return and Standard Deviation of the portfolio
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