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Please solve NOT using excel. Portfolios with two risky assets A portfolio is composed of two stocks, A and B. Stock A comprises 40% of
Please solve NOT using excel.
Portfolios with two risky assets A portfolio is composed of two stocks, A and B. Stock A comprises 40% of the portfolio, while stock B comprises 60% of the portfolio. Stock A has a expected return of 20% and a standard deviation of return of 30%, while stock B has a expected return of 12% and a standard deviation of return of 15%. The correlation coefficient between the returns on A and B is .45. The expected return of this portfolio is The standard deviation of the return on this portfolio isStep by Step Solution
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