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USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)
σ\sigma I), Covariance (COVi,j), and Asset Weight (Wi) Are as Shown

question 27

Multiple Choice

USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)
 USE THE INFORMATION BELOW FOR THE FOLLOWING PROBLEM(S)     ​ -Refer to Exhibit 6.7. What is the expected return of a portfolio of two risky assets if the expected return E(R<sub>i</sub>) , standard deviation (  \sigma i) , covariance (COV<sub>i,j</sub>) , and asset weight (W<sub>i</sub>)  are as shown above? A)  5.8% B)  6.1% C)  6.9% D)  7.8% E)  8.9%
-Refer to Exhibit 6.7. What is the expected return of a portfolio of two risky assets if the expected return E(Ri) , standard deviation ( σ\sigma i) , covariance (COVi,j) , and asset weight (Wi) are as shown above?


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