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Question 2 if the risk and return of a two-asset portfolio is given below, calculate the expected return of the portfolio, E(T) and its standard

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Question 2 if the risk and return of a two-asset portfolio is given below, calculate the expected return of the portfolio, E(T) and its standard deviation, 5. (5.75 marks) Then comment on the effectiveness of this portfolio for an investor who is moderateity risk-averse. (3 marks) Asset A Weight in portfolio 0.55 Return Standard Deviation Asset 18% 10% 24% 0.45 Correlation coefficient between Assets A and B = 0.25 20%

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