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thx The expected return of Riverbed is 17.8 percent, and the expected return of Marin is 22.4 percent. Their standard deviations are 11.1 percent and
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The expected return of Riverbed is 17.8 percent, and the expected return of Marin is 22.4 percent. Their standard deviations are 11.1 percent and 19.6 percent, respectively. If a portfolio is composed of 40 percent Riverbed and the remainder Marin, calculate the expected return and the standard deviation of the portfolio, given a correlation coefficient between Riverbed and Marin of 0.35. (Round intermediate calculations to 4 decimal places, e.g. 31.2125 and final answers to 2 decimal places, e.g. 15.25%.) The expected return % Standard deviation of portfolio % Calculate the standard deviation if the correlation coefficient is -0.35. (Do not round intermediate calculations. Round answer to 2 decimal places, e.g. 15.25%.) Standard deviation of portfolio %Step by Step Solution
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