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Please show steps The expected return of Martinez is 17.3 percent, and the expected return of Sandhill is 22.3 percent. Their standard deviations are 11.3

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The expected return of Martinez is 17.3 percent, and the expected return of Sandhill is 22.3 percent. Their standard deviations are 11.3 percent and 19.3 percent, respectively. If a portfolio is composed of 30 percent Martinez and the remainder Sandhill, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Martinez and Sandhill of 0.35. (Round intermediate calculations to 4 decimal places, e.g. 31.2125 and final answers to 2 decimal places, e.g. 15.25\%.) Calculate the standard deviation if the correlation coefficient is -0.35 . (Do not round intermediate calculations. Round answer to 2 decimal places, e.g. 15.25\%.) Standard deviation of portfolio

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