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Stock A has an expected return of 11% and a standard deviation of 45%. Stock B has an expected return of 20% and a standard

Stock A has an expected return of 11% and a standard deviation of 45%. Stock B has an expected return of 20% and a standard deviation of 65%. The correlation coefficient between Stocks A and B is 0.2.

1. What is the expected return of a portfolio invested 35% in Stock A and 65% in Stock B?

2. What is the standard deviation of a portfolio invested 35% in Stock A and 65% in Stock B?

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