What is the standard deviation of a portfolio invested

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Stock A has an expected return of 12% and a standard deviation of 35%. Stock B has an expected return of 16% and a standard deviation of 60%. The correlation coefficient between Stocks A and B is 0.2.

What is the expected return of a portfolio invested 25% in Stock A and 75% in Stock B? Round your answer to two decimal places.

What is the standard deviation of a portfolio invested 25% in Stock A and 75% in Stock B? Round your answer to two decimal places.

Reference no: EM131996416

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