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Following information is available about two securities which constitute a portfolio: Security Expected return Std. deviation%...

Following information is available about two securities which constitute a portfolio:

Security

Expected return Std. deviation%

A 14% 40

B     18% 20

Correlation coefficient (A,B) is -0.45. The portfolio consists of 40% of A and 60% of B. Find out the expected returns and standard deviation of the portfolio.

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