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You are provided with the following information relating to a two-asset portfolio: You invested $80000 in asset X and $120000 in asset Y. The correlation

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You are provided with the following information relating to a two-asset portfolio: You invested $80000 in asset X and $120000 in asset Y. The correlation between the two assets is 1.12. i. What is the expected return on this two-asset portfolio? ii. Compute the standard deviation on the portfolio. (3 marks (5 marks (Total 20 marks

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