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You can form a portfolio of two assets, A and B, whose returns have the following characteristics: Stock Expected Return Standard Deviation Correlation 10% 20%

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You can form a portfolio of two assets, A and B, whose returns have the following characteristics: Stock Expected Return Standard Deviation Correlation 10% 20% 0.5 B 15 40 If you demand an expected return of 12%, what are the portfolio weights? What is the portfolio's standard deviation? Essay Toolbar navigation BI S ili Activate Windows

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