What is the expected return of the investor portfolio

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An investor's portfolio comprises of $3 million in asset A and $7 million in asset B. Asset A has an expected return of 0.12 and a return standard deviation of 0.21, while the expected return and return standard deviation of asset B are 0.2 and 0.29 respectively. The estimated correlation coefficient between returns of two assets is 0.50. What is the expected return of the investor's portfolio? Please round your calculation to the nearest 2nd decimal and fill in the calculated number below.

Reference no: EM131868964

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