Two-Asset Portfolio Stock A has an expected return of 10% and a standard deviation of 35%. Stock
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Question:
Two-Asset Portfolio
Stock A has an expected return of 10% and a standard deviation of 35%. Stock B has an expected return of 19% and a standard deviation of 60%. The correlation coefficient between Stocks A and B is 0.2. What are the expected return and standard deviation of a portfolio invested 35% in Stock A and 65% in Stock B? Do not round intermediate calculations. Round your answers to two decimal places.
Expected return:%
Standard deviation:%
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