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Stocks A and B have the following returns: a. What are the expected returns of the two stocks? The expected return for stock A is

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Stocks A and B have the following returns: a. What are the expected returns of the two stocks? The expected return for stock A is (Round to three decimal places.) The expected return for stock B is (Round to three decimal places.) b. What are the standard deviations of the returns of the two stocks? The standard deviation of the return for stock A is (Round to four decimal places.) The standard deviation of the return for stock B is (Round to four decimal places.) c. If their correlation is 0.48, what is the expected return and standard deviation of a portfolio of 60% stock A and 40% stock B? The expected return for the portfolio is (Round to four decimal places.)

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