What are the expected return and standard deviation

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Problem - Stock A has an expected return of 10% and a standard deviation of 35%. Stock B has an expected return of 15% and a standard deviation of 45%. The correlation coefficient between Stocks A and B is 0.3. What are the expected return and standard deviation of a portfolio invested 60% in Stock A and 40% in Stock B?

Reference no: EM132730757

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