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Question 282 pts There are two assets K and J. The expected return of asset K is 5% and the expected return of asset J

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Question 282 pts There are two assets K and J. The expected return of asset K is 5% and the expected return of asset J is 10%. The standard deviation of returns of assets Kand J is 5% and 10%, respectively. The correlation coefficient of the two assets K and J is 0.5. Asset K represents 70% of the portfolio and asset J represents 30% of the portfolio. What is the expected return of the portfolio KJ (rounded to the third decimal place)? Group of answer choices 0.050 0.075 0.065 0.010

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