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Suppose the expected returns and standard deviations of StocksAandBareE(RA)=.11,E(RB)=.13,A=.39,andB=.76. Calculate the expected return and standard deviation of a portfolio that is composed of 35 percent
Suppose the expected returns and standard deviations of StocksAandBareE(RA)=.11,E(RB)=.13,A=.39,andB=.76.
- Calculate the expected return and standard deviation of a portfolio that is composed of 35 percent A and 65 percent B when the correlation between the returns on A and B is .5.
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Essentials Of Investments
Authors: Zvi Bodie, Alex Kane, Alan Marcus
11th Edition
1260288390, 978-1260288391
