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The expected return and standard deviation of a portfolio that is 70 percent invested in 3 Doors, Inc., and 30 percent invested in Down Co.

The expected return and standard deviation of a portfolio that is 70 percent invested in 3 Doors, Inc., and 30 percent invested in Down Co. are the following:

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The expected return and standard deviation of a porttolio that is H] percent invested in 3 Doors, Inc, and 30 percent invested in Down Co. are the following: 3 Dons, Inc. Down Co. Expected return, ER} 12% 13% Standard deviation, a 45 34 What is the standard deviation it the correlation is +1? El? 1? [Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "$5" sign in your response.) Correlation +1 9 'il'i: Correlation l] 33.11 H 'il'i: Correlation 1 32.13 E 'il'i: Consider two stocks, Stock D, with an expected return of 15 percent and a standard deviation of 31 percent, and Stock I, an international company, with an expected return of 9 percent and a standard deviation of 19 percent. The correlation between the two stoclcs is .1T. What are the expected retum and standard deviation of the minimum van'ance porttolio? [Do not round intermediate calculations. Enter your answer as a peroent rounded to 2 decimal plaoes. Omit the "\"31.\" sign in your response.) Expected retum 13.41 a 'i-'i: Standard deviation a 3-1

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