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. P . Morgan Asset Management publishes information about financial investments. Between 2 0 0 2 and 2 0 1 1 the expected return for

. P. Morgan Asset Management publishes information about financial investments. Between 2002 and 2011 the expected return for the S&P was with a standard deviation of and the expected return over that same period for a Core Bonds fund was with a standard deviation of (J. P. Morgan Asset Management, Guide to the Markets). The publication also reported that the correlation between the S&P and Core Bonds is . You are considering portfolio investments that are composed of an S&P index fund and a Core Bonds fund.decimal place.
r=x+,y
In percentage terms, what is the expected return and standard deviation for such a portfolio? Round your answers to two decimal places.
Expected return
%
Standard deviation
%
one decimal place.
r=x+,y
In percentage terms, what is the expected return and standard deviation for such a portfolio? Round your answers to two decimal places.
Expected return
%
Standard deviation
%
one decimal place.
r=x+y
In percentage terms, what is the expected return and standard deviation for such a portfolio? Round your answers to two decimal places.
Expected return
%
Standard deviation
%
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