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Stocks A and B have a correlation coefficient of -0.8. The stocks expected returns and standard deviations are in the table below. A portfolio consisting

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Stocks A and B have a correlation coefficient of -0.8. The stocks expected returns and standard deviations are in the table below. A portfolio consisting of 40% of stock A and 60% of stock B is constructed Stock Expected Return Standard Deviation A 20% 25% B 1546 19% Refer to Exhibit 6.14. What is the expected return of the stock A and B portfolio

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