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Expected return and standard deviation

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Reference no: EM133073025

Suppose that your portfolio consists of X equally weighted identical assets in the market, each of which has the following properties: mean = 15%, standard deviation = 20%, and covariance with any other asset = 0.01. What are the expected return and standard deviation of return of your portfolio if

1) X=2
2) X=5
3) X= ∞

Reference no: EM133073025

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