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Calculate the mean (average return), variance, and standard deviation of a portfolio consisting of 70%...

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Question

Finance

Calculate the mean (average return), variance, and standard deviation of a portfolio consisting of 70% in A and 30% in B. Show your work in detail.

SecurityReturnStandard DeviationAllocationCorrelation

A

12%

16%

70%

Correlation

Between A and B = 0.60

B

8%

10%

30%

Please write your conclusion in the table below.

InvestmentReturnRiskA B Portfolio

Answer & Explanation Solved by verified expert
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