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Suppose you invest 55% of your portfolio in R&G and 45% in Smart Art. The expected dollar return on your R&G stock is 12% and

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Suppose you invest 55% of your portfolio in R&G and 45% in Smart Art. The expected dollar return on your R&G stock is 12% and on Smart Art is 14%. The standard deviation of their annualized daily returns are 18% and 27%, respectively. Assume a correlation coefficient of 1.2 and calculate the portfolio variance. Portfolio Variance = Standard Deviation =

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