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Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, :, with a correlation of 23%. Calculate (a) the expected
Suppose Johnson & Johnson and Walgreen Boots Alliance have expected returns and volatilities shown here, :, with a correlation of 23%. Calculate (a) the expected return and (b) the volatility (standard deviation) of a portfolio that consists of a long position of $10,000 in Johnson & Johnson and a short position of $1,000 in Walgreens. a. Calculate the expected return. The expected return is %. (Round to one decimal place.) X i Data Table (Click on the following icon in order to copy its contents into a spreadsheet.) Johnson & Johnson Walgreens Boots Alliance Expected Return 6.5% 10.1% Standard Deviation 16.5% 20.3% Print Done Crtar veu anwar in the anwar havond then clickboek Anwar
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