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Xak is holding portfolio of two stocks, Sainsbury's and Tesco. Following are the details of his portfolio Correlation coefficient 0.6 Expected Standard Portfolio Weights Retum

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Xak is holding portfolio of two stocks, Sainsbury's and Tesco. Following are the details of his portfolio Correlation coefficient 0.6 Expected Standard Portfolio Weights Retum Deviation Sainsbury's 0.4 Tesco 0.6 12% 8 5% 13% Calculate the Expected Return and Standard Deviation of the portfolio

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