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Two portfolios A and B . Their returns across different states of economy are described below: a . What is the mean and standard deviation

Two portfolios A and B

.

Their returns across different states of economy are described

below:

.

What is the mean and standard deviation of returns for portfolio A

?

What is the mean

and standard deviation of returns for portfolio B

?

.

What is the covariance and correlation coefficient between portfolios A and B

?

show your work

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