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You have $8,200 to invest. You decide to invest $19,000 in Google and short sell $10,800 worth of Yahoo! Google's expected return is 12% with
You have $8,200 to invest. You decide to invest $19,000 in Google and short sell $10,800 worth of Yahoo! Google's expected return is 12% with a volatility of 29% and Yahoo!'s expected return is 12% with a volatility of 27%. The stocks have a correlation of 0 86 What is te expected return and volatility the portfolio
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