Suppose asset a has an expected return of 10 and a standard

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Suppose asset a has an expected return of 10% and a standard devation of 20%. Asset b has expected return of 16% and a standard deviation of 40%. If the correlation between A and B is 0.35, what are the expected return and standard deviation for a portfolio consisting of 30% asset a and 70% asset b?

Reference no: EM13598289

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