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Given the Following Information

question 18

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Given the following information:
Given the following information:      a. What are the expected returns and standard deviations of the following portfolios?   1. 100 percent of funds invested in Stock A  2. 100 percent of funds invested in Stock B  3. 50 percent of funds invested in each stock?  b. What would be the impact if the correlation coefficient were -0.6 instead of 0.2?
a. What are the expected returns and standard deviations of the following portfolios?
1. 100 percent of funds invested in Stock A
2. 100 percent of funds invested in Stock B
3. 50 percent of funds invested in each stock?
b. What would be the impact if the correlation coefficient were -0.6 instead of 0.2?


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