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Questions ok is holding portfolio of two stocks, Sainsbury's and Tesco. Following are the details of his portfolio: Correlation coefficient 0.6 Expected Portfolio Weights Return

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Questions ok is holding portfolio of two stocks, Sainsbury's and Tesco. Following are the details of his portfolio: Correlation coefficient 0.6 Expected Portfolio Weights Return Sainsbury's 0.4 8% Tesco 0.6 12% Standard Deviation 5% 13% Calculate the expected Return and Standard Deviation of the portfolio

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