Stock a has an expected return of 12 and a standard, Ask an Expert

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Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 60%. The correlation coefficient between Stocks A and B is 0.2. What are the expected return and standard deviation of a portfolio invested 30% in Stock A and 70% in Stock B?

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Statistics and Probability, Statistics

Category:- Statistics and Probability
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