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Security Expected return Standard deviation A 16% 35% B 19% 41% Correlation 0.1 Covariance 0.01435 Weight of A 0.5871 Weight of B 0.4129 Calculate Portfolio
Security | Expected return | Standard deviation |
A | 16% | 35% |
B | 19% | 41% |
Correlation | 0.1 | |
Covariance | 0.01435 | |
Weight of A | 0.5871 | |
Weight of B | 0.4129 | |
Calculate Portfolio Expected returns? |
16.83% | ||
17.24% | ||
18.26% | ||
19.54% |
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