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Suppose A and B have expected returns and volatilities shown below, with a correlation of 25%. What is the expected return and the volatility of
Suppose A and B have expected returns and volatilities shown below, with a correlation of 25%. 
E[R] A 8.0% B 13.0% SD[R] 18.0% 21.0% What is the expected return and the volatility of a portfolio that is equally invested in A and B?
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Financial Management Of Financial Institutions
Authors: George H Hempel
1st Edition
0133159604, 9780133159608
