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Note: last digit of SAP ID is: 7 So expected return of security A is: 7% b) There are 2 securities with expected return of

Note:
last digit of SAP ID is: 7
So expected return of security A is: 7%
image text in transcribed
b) There are 2 securities with expected return of security 'A' is X% and standard deviation is 10%. Security 'B' has expected return 18% and standard deviation is 20%. The correlation coefficient is -0.6. Weight of security 'A' and 'B' is 40% and 60% respectively. *For security 'A' use last digit of your SAP ID as an expected return if it is zero then use the second last digit. Calculate the portfolio return and standard deviation of portfolio

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