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Sam has invested in a portfolio of two shares A and B, he invested 55% in share A and 45% in share B. Sam is

Sam has invested in a portfolio of two shares A and B, he invested 55% in share A and 45% in share B. Sam is unsure about the prospect of both shares, he assesses the prospect of both shares and have presented the following details for further analysis. Calculate the expected return and standard deviation of returns for Sams portfolio.

A B
Expected return 17 20
Standard deviation 15 21
Correlation 0.6 0.6

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