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What is the expected return of Andre's stock portfolio? 7.80% 14.04% 15.60% 10.40% Suppose each stock in the preceding portfolio has a correlation coefficient of

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What is the expected return of Andre's stock portfolio? 7.80% 14.04% 15.60% 10.40% Suppose each stock in the preceding portfolio has a correlation coefficient of 0.4 (rho = 0.4) with each of the other stocks. If the weighted average of the risk (standard deviation) of the individual securities in the partially diversified portfolio of four stocks is 30%, the portfolio's standard deviation (sigma_p) most likely is 30%

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