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Please show all work. Thank you! A portfolio is comprised of two stocks, Stock A and Stock B Stock A has a standard deviation of

image text in transcribedPlease show all work. Thank you!

A portfolio is comprised of two stocks, Stock A and Stock B Stock A has a standard deviation of 35% and comprises 40% of a portfolio. Stock B has a standard deviation of 15% and comprises 60% of a portfolio. The correlation coefficient between the returns on Stock A and Stock B is 0.45. Find the expected return, variance, and standard deviation of the portfolio. 6.2 = E(rp) = 2

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