Calculate the expected return of a portfolio

Question: Particulars Alfa % Omega % Expected return 2010 Standard deviation 10 08

Calculate the expected return and standard deviation of a portfolio which invests 60%in Alfa and 40% in Omega for the following correlations

i) 0.9

ii) 0.1

iii) -0.6

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Calculate the expected return of a portfolio : Particulars Alfa % Omega % Expected return 2010 Standard deviation 10 08.

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