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An investment has an expected return of 9.25 percent and standard deviation of 3.38 percent. Another...

An investment has an expected return of 9.25 percent and standard deviation of 3.38 percent. Another investment has an expected return of 14 percent and a standard deviation of 4.93 percent. What is the expected return of the portfolio and its standard deviation if both are combined into a portfolio with 70 percent invested in the first investment and 30 percent in the second? Assume the correlation coefficient (ij) is -.40.

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