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Stock A and stock B have expected returns of 10% and 20%. Standard deviation of returns is 15% and 25% The correlation coefficient is -0.8.
Stock A and stock B have expected returns of 10% and 20%. Standard deviation of returns is 15% and 25% The correlation coefficient is -0.8. We've invest 30% in stock A and the rest in stock B. Calculate the portfolio return and portfolio risk.
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