Calculate the expected return on a portfolio

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We have the following information about five different shares:Shares:

1. expected return: 5% standard deviation for return: 10%

2. expected return: 10% standard deviation for return: 20%

3. expected return: 8% standard deviation for return: 16%

4. expected return: 12% standard deviation for return: 25%

5. expected return: 7% standard deviation for return: 15%

Calculate the expected return on a portfolio consisting of 20% of each of the five shares.

Reference no: EM132999251

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