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ONLY NEED PART D. how do i get the third point? 1. Security A has an expected retum of 5.00% and standard deviation of expected

ONLY NEED PART D. how do i get the third point? image text in transcribed
1. Security A has an expected retum of 5.00% and standard deviation of expected teturn of 5.00%. Security B has an expected return of 10.00% and standard deviation of expected return of 12.50%. a) Find the expected return of a portfolio with 75% invested in security A and 25% in B. (10 points) Write your answer here. Ver 2 derimal planes b) Assume that the correlation of expected return between security A and B is 20%. Calculate the standard deviation of expected return of the portfolio in part a). (10 points) Write your answer here. Uxe 2 decimailplaces. c) Find the Global Minimum Variance Portfolio, d) Have a try at graphing the efficient frontier. Your graph should have labels and clearly show Security A, Security B, your portfolio from part a) as well as the minimum variance portfolio. (10 points)

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