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Suppose you are told that the expected returns and the standard deviation of Asset A is 15% and 20% while the expected returns and the
Suppose you are told that the expected returns and the standard deviation of Asset A is 15% and 20% while the expected returns and the standard deviation of Asset B is 21% and 24%, respectively. The correlation coefficient between the returns of the two assets is 0.49, calculate the return you would expect from an optimally constructed portfolio
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