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The expected returns and standard deviations of stocks A and B are: Stock Expected Return Standard deviation A 13% 10% B 5 18 Mox McQuery

The expected returns and standard deviations of stocks A and B are: Stock Expected Return Standard deviation A 13% 10% B 5 18 Mox McQuery buys $20,000 of stock A and sells short $10,000 of stock B, using all of the proceeds to buy more of stock A. The correlation between the two securities is .25 . What are the expected return and standard deviation of Mox's portfolio

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