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Suppose Ford stock has an expected return of 1 5 % and a volatility of 3 8 % , and Molson - Coors Brewing has
Suppose Ford stock has an expected return of and a volatility of and MolsonCoors Brewing has an expected return of and a volatility of If the two stocks are uncorrelated,
a What is the expected returnand volatility of a portfolio consisting of Ford stock and of MolsonCoors Brewing stock?
b Given your answer to a is investing all of your money in MolsonCoors stock an efficient portfolio of these two stocks?
c Is investing all of your money in Ford an efficient portfolio of these two stocks?
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