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Suppose Asset A has an expected return of 10% and a standard deviation of 20%. Asset B has an expected return of 16% and a standard deviation of 40%. I f the correlation between A and B is 0.35, what are the expected return and standard deviation for a portfolio consisting of 30% Asset A and 70% Asset B?

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Accounting Basics, Accounting

Category:- Accounting Basics
Reference No.:- M9410811

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