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6. We have two stocks A and B with returns and risks as follows. stock return risk(stdev) A B 16% 8% 20% 10% Assume now
6. We have two stocks A and B with returns and risks as follows. stock return risk(stdev) A B 16% 8% 20% 10% Assume now we want to allocation 50% to the first stock and 50% to the second stock, please fill in the following table. correlation return risk(stdev) -100% -50% 0% 50% 100%
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