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Need help! Could you please show me how to solve this problem? Thanks Seventy percent of a portfolio is invested in a stock that has
Need help! Could you please show me how to solve this problem? Thanks
Seventy percent of a portfolio is invested in a stock that has a 15% expected return and a 15% standard deviation. The other 30% is invested in a stock that has a 21% expected return and a 25% standard deviation. The correlation between the two stocks returns is 0.45. What are the expected return and standard deviations of this portfolio?
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