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You have $8600 to invest You decide to invest $17,000 in Google and short sell $8400 worth of Yahoo Googles expected return is 14 with

You have $8600 to invest You decide to invest $17,000 in Google and short sell $8400 worth of Yahoo Googles expected return is 14 with a volatility of 26 and Yahoos expected return is 12 with a volatility of 26 The stocks have a correlation of 092 What is the expected return and volatility of the portfolio?

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