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The domestic asset has an expected return of 9% and standard deviation of 25% The foreign...

The domestic asset has an expected return of 9% and standard deviation of 25%

The foreign asset has an expected return of 15% and standard deviation of 35%

The correlation between two asset is 0.40. Assuming the portfolio has 30% invested in the domestic asset and the reminder in the foreign asset.  

1. calculate the portfolio's expected return and standard deviation. SHOW YOUR WORK

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