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Suppose Blovail and the Shoppers Drug Mart have expected returns and volatilities shown below. with correlation of 20% EUR) SD (R) Biovall 6.3% 16.1% Shoppers

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Suppose Blovail and the Shoppers Drug Mart have expected returns and volatilities shown below. with correlation of 20% EUR) SD (R) Biovall 6.3% 16.1% Shoppers Drug Mart 9.5% 19.2% Calculate (a) the expected return and (b) the volatility (standard deviation of a portfolio that is equally invested in Blovil's and Shoppers Drug Mart's

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