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Total Stock Return c) Given that the standard deviations of Good and Better are 5.2% and 7.4% respectively and that their correlation coefficient is 0.8,

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Total Stock Return

c) Given that the standard deviations of Good and Better are 5.2% and 7.4% respectively and that their correlation coefficient is 0.8, determine the expected risk and expected return on the following EACH possible portfolio combinations: Weightings Better 046 Portfolio A Portfolio B Portfolio C Portfolio D Portfolio E Good 100% 75% 8096 25% 0% 25% 4096 75% 100% (35 marks)

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