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Stock Expected Standard Correlation with Correlation with Correlation with Return Deviation Duke Energy Microsoft Wal-Mart Georgia Pacific 12% 16% 1.0 03 04 Microsoft 35%

  

Stock Expected Standard Correlation with Correlation with Correlation with Return Deviation Duke Energy Microsoft Wal-Mart Georgia Pacific 12% 16% 1.0 03 04 Microsoft 35% 34% 03 10 0.75 Target 23% 21% 0.4 075 10 Calculate the expected return of a portfolio that is invested 70% in Target and 30% in Georgia Pacific

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