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You have $11,300 to invest. You decide to invest $22,000 in Google and short sell $10,700 worth of Yahoo! Google's expected return is 18% with

You have $11,300 to invest. You decide to invest $22,000 in Google and short sell $10,700 worth of Yahoo! Google's expected return is 18% with a volatility of 27% and Yahoo!'s expected return is 11% with a volatility of 22%.

The stocks have a correlation of 0.92.

What is the expected return and volatility of the portfolio?

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