invests three fourth of his wealth in Nestle Corporation and remaining in General Motors Company....
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invests three fourth of his wealth in Nestle Corporation and remaining in General Motors Company. The expected return of Nestle Corporation is 12% and of General Motors Company is 15%. The total risk of Nestle Corporation and General Motors Company is 9% and 11%, respectively. Moreover, the correlation between them is 0.65. Calculate: a. Expected return of portfolio b. Portfolio risk
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