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You are analyzing a 3 asset portfolio. You are given the following information about Stocks A, B and Chint these numbers are EXACTLY the same

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You are analyzing a 3 asset portfolio. You are given the following information about Stocks A, B and Chint these numbers are EXACTLY the same as we did in classy Return Return Return 54 104 6 St. Dev. St Dev B St Dev. 94 214 0.15 Corr (AB) Corr (8.c) Corr () 0.30 (0.20) The risk free rate is 4 ROUND YOUR ANSWERS TO THE NEAREST TENTH OF A PERCENT - EXAMPLE 5.1 for an answer of 5.0 Glven a Standard Deviation of 12, the highest return the portfolio can achieves The lowest Standard deviation amongst all possible portfoliosis You are analyzing a 3 asset portfolio. You are given the following information about Stocks A, B and Chint these numbers are EXACTLY the same as we did in classy Return Return Return 54 104 6 St. Dev. St Dev B St Dev. 94 214 0.15 Corr (AB) Corr (8.c) Corr () 0.30 (0.20) The risk free rate is 4 ROUND YOUR ANSWERS TO THE NEAREST TENTH OF A PERCENT - EXAMPLE 5.1 for an answer of 5.0 Glven a Standard Deviation of 12, the highest return the portfolio can achieves The lowest Standard deviation amongst all possible portfoliosis

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