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Expected return and the standard deviation of the return

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Reference no: EM132386666

An asset X has an expected return of 8% with a standard deviation of 5%. Asset Y has an expected return of 12% with a standard deviation of 6%. The covariance of the returns on the two assets is 0.2.

(a) Find the expected return and the standard deviation of the return on a portfolio consisting of 30% of asset X and 70% of asset Y.

Reference no: EM132386666

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