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The following table gives information on three risky assets A, B and C Expected|Standard Return % | Deviation 10 Asset Correlation 1.00 0.15 0.21 0.15

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The following table gives information on three risky assets A, B and C Expected|Standard Return % | Deviation 10 Asset Correlation 1.00 0.15 0.21 0.15 1.00 0.10 0.21 0.10 1.00 (h) Portfolio 1 consists of 40 percent Asset A, 30 percent Asset B and 30 per cent asset C. Calculate its expected return and the portfolio risk

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