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You invest 60% of your financial assets in Standard & Poors Depository Receipts with an expected return of 10% and a standard deviation of 20%
You invest 60% of your financial assets in Standard & Poors Depository Receipts with an expected return of 10% and a standard deviation of 20% and 40% of your financial assets in MSCI EAFE Index Fund with an expected return of 12% and a standard deviation of 30%. The correlation between the two investments is 35%. What are the expected return and the standard deviation of your portfolio?
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