Calculate the expected return and standard deviation

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Stock A has expected return of 12% and standard deviation of 40%. Stock B has an expected return of 18% and standard deviation of 60%. The correlation coeffecient between stocks A and B is 0.2.

What are the expected return and standard deviation of a portofolio invested 30% in stock A and 70% in stock B?

 

Reference no: EM1355137

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