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The mean and volatility of the returns on two assets are as follows. Asset i 1 Hi, Expected Return on Asset i 5% 13% 0i,

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The mean and volatility of the returns on two assets are as follows. Asset i 1 Hi, Expected Return on Asset i 5% 13% 0i, Volatility of Return on Asset i 12% 28% 2 The correlation between the returns on the two assets is p = 10%. What is the volatility of the portfolio whose expected return is 9.8%? Express your answer as a percentage, to the nearest basis point. Volatility = % The mean and volatility of the returns on two assets are as follows. Asset i 1 Hi, Expected Return on Asset i 1% 15% 0;, Volatility of Return on Asset i 14% 29% 2 The correlation between the returns on the two assets is p = 35%. Compute the mean and standard deviation of my portfolio return, assuming I allocate 80% of my wealth to the first asset. Express your answers as percentages, to the nearest basis point. Mean = %. Standard Deviation = %

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