Find what are the expected return for a portfolio comprised

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Suppose Asset A has an expected return of 10% and a standard deviation of 20 percent. Asset B has an expected return of 16% and a standard deviation of 40 percent .

Question 1: If the correlation between A and B is 0.6, what are the expected return and standard deviation for a portfolio comprised of 40 percent Asset A?

Reference no: EM132583862

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