Question
security proportion portfolio expected return standard deviation A 50% 15% 18% B 50% 24% 24% correlation...
security proportion portfolio expected return standard deviation
A 50% 15% 18%
B 50% 24% 24%
correlation coefficient 0.35
Calculate a) i. Expected return of each portfolio ii. Standard deviation of each portfolio
b. advice management on which portfolio to invest in
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