Exhibit 6-12
USE THE FOLLOWING INFORMATION FOR THE NEXT PROBLEM(S)

question 46

Multiple Choice

Exhibit 6-12
USE THE FOLLOWING INFORMATION FOR THE NEXT PROBLEM(S) $\begin{array}{cc}\text { Asset 1 } & \text { Asset 2 } \\\hline E\left(R_{1}\right) =.12 & E\left(R_{2}\right) =.16 \\E\left(\sigma_{1}\right) =.04 & E\left(\sigma_{2}\right) =.06\end{array}$
-Refer to Exhibit 6-12. Calculate the expected return and expected standard deviation of a two-stock portfolio when r?,? = -.60 and w? = .75.

• A) .13 and .0024
• B) .13 and .0455
• C) .12 and .0585
• D) .12 and .5585
• E) .13 and .6758

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Definitions:

Product, Project, or Program Group

A collective of individuals working together on a shared product development, specific project, or program, focusing on a common goal or outcome.

Matrix Structure

An organizational structure that combines two or more types of organizational structures, typically functional and divisional, to gain the benefits of both.

Supplier Group

A collection of businesses or individuals that provide goods or services to a particular sector, organization, or manufacturing process.

Union Group

A collective of workers formed to negotiate with employers for better terms of employment, such as wages and working conditions.