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Standard deviation of the portfolio annual return

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An investor has $10,000. A portfolio consisting of three uncorrelated stocks will be constructed. Stock A has an annual return with mean 10%. Stock B has an annual return with mean 8%. Stock C has an annual return with mean 6%. The standard deviations of the three returns are 15%. The investor will short sell C and invest $8000 in A and $4000 in B. What are the mean and standard deviation of the portfolio annual return?

Reference no: EM131515274

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