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Suppose Asset A has an expected return of 12 percent and a standard deviation of 24 percent. Asset B has an expected return of 14
Suppose Asset A has an expected return of 12 percent and a standard deviation of 24 percent. Asset B has an expected return of 14 percent and a standard deviation of 30 percent. If the correlation between A and B is 0.45, what are the expected return and standard deviation for a portfolio comprised of 20 percent Asset A and 80 percent Asset B?
no excel please
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