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The Bank of Baroda has two loans for R 3 , 0 0 0 , 0 0 0 each. One loan has an expected return
The Bank of Baroda has two loans for R each. One loan has an expected return
of and a standard deviation of and the other loan has an expected return of
and a standard deviation of It is determined that the covariance between the two loans
is so what is the expected return and standard deviation of the portfolio.
Total Value of Loan Portfolio
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