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MSFT has an expected return of 0 . 1 1 and a standard deviation sigma of 0 . 1 5 WMT has an expected return

MSFT has an expected return of 0.11 and a standard deviation sigma of 0.15
WMT has an expected return of 0.12 and a standard deviation sigma of 0.19
The correlation between MSFT and WMT is 0.31
Compute the expected return of the portfolio if you invest a fraction 0.62 into MSFT and the rest into
WMT.
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