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Business, 07.04.2020 19:53 davismar3

Stocks A and B each have an expected return of 15%, a standard deviation of 20%, and a beta of 1.2. The returns on the two stocks have a correlation coefficient of 0.6. You have a portfolio that consists of 50% A and 50% B.

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Stocks A and B each have an expected return of 15%, a standard deviation of 20%, and a beta of 1.2....
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