5. Junid is interested in investing in share market of Canada and France. He has...
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5. Junid is interested in investing in share market of Canada and France. He has gathered the following information on the share market: Share Market Return (%) Standard Deviation (%) Correlation Canada 0.88 5.78 0.45 France 1.19 6.29 He invested 60 percent in Canada market and the balance in the France market. Determine the expected return and standard deviation of the international portfolio
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