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Use the following information to calculate the expected return and standard deviation of a portfolio that...

Use the following information to calculate the expected return and standard deviation of a portfolio that is 60 percent invested in 3 Doors, Inc., and 40 percent invested in Down Co.: (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.)

3 Doors, Inc. Down Co.
Expected return, E(R) 11 % 10 %
Standard deviation, σ 31 33
Correlation .16
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