(answered) - What are the expected returns and standard deviations of the

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What are the expected returns and standard deviations of the following portfolios:

i) 100 percent of funds invested in Stock A

ii) 100 percent of funds invested in Stock B

iii) 50 percent of funds invested in each stock?

What would be the impact if the correlation coefficient were ?0.6 instead of 0.2?

 

Solution ID:1037783 | Question answered on 27-Aug-2016

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