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Two-Asset portfolio Stock A has an expected return of 11% and a standard deviation of 35%. Stock B has an expected return of 20% and
Two-Asset portfolio
Stock A has an expected return of 11% and a standard deviation of 35%. Stock B has an expected return of 20% and a standard deviation of 65%. The correlation coefficent. between 5 tocks A and B is 0.2 . What is the expected retum of a portfolio invested 35% in Stock A and 65% in Stock B? Do not round intermediate calculations. Round your answer: to two decimal places What is the standard deviation of a portfolo inwested 35% in Stock A and 65% in 5 tock B? Do not round intermediate calculaticns. Round your answer to two decimal piaces Step by Step Solution
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