Calculate expected return and standard deviation

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Reference no: EM131512330

Calculate the expected return and standard deviation for the following portfolios:

1. All in Z

2. 0.75 in Z and .25 in Y

3. 0.5 in Z and .5 in Y

4. 0.25 in Z and .75 in Y

5. All in Y

(b) Draw the mean-standard deviation frontier.

(c) Which portfolios might be held by an investor who likes high mean and low standard deviation? (In other words, which portfolios are on the efficient frontier?)

Reference no: EM131512330

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