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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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