What is the standard deviation of the portfolio described

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Reference no: EM131532683

Security F has an expected return of 10.10 percent and a standard deviation of 43.10 percent per year. Security G has an expected return of 15.10 percent and a standard deviation of 62.10 percent per year. a. What is the expected return on a portfolio composed of 31 percent of Security F and 69 percent of Security G? b. If the correlation between the returns of Security F and Security G is .26, what is the standard deviation of the portfolio described in part (a)?

Reference no: EM131532683

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