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You have $10,400 to invest. You decide to invest $22,000 in Google and short sell $11,600 worth of Yahoo! Google's expected return is 14% with

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You have $10,400 to invest. You decide to invest $22,000 in Google and short sell $11,600 worth of Yahoo! Google's expected return is 14% with a volatility of 35% and Yahoo!'s expected return is 11% with a volatility of 25%. The stocks have a correlation of 0.88. What is the expected return and volatility of the portfolio? The expected return is ]%. (Round to one decimal place.) The volatility is %. (Round to one decimal place.)

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