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No excel, please. Especially, the standard deviation of A and B. 7. Consider the following distribution of returns, with DAM = 0.38, BM = 0.92:

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No excel, please. Especially, the standard deviation of A and B.

7. Consider the following distribution of returns, with DAM = 0.38, BM = 0.92: RA RB RM -20% Probability 30% 40% 30% E(R) -5% 10% 5% 40% 12% 15% a. Fill in the question marks. b. Find the covariance and the correlation between the returns of A and B. c. What is the expected return and standard deviation of a portfolio with 40% in A, 40% in B, and 20% in M

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