What are expected return and standard deviation of portfolio

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Reference no: EM132045918

Stock A has an expected return of 7% and Stock B has an expected return of 11%. Stock A has a standard deviation of 5% while stock B has a standard deviation of 15%. The correlation coefficient between the returns on A and B is 0.28. What are the expected return and standard deviation of a portfolio that has 40% of funds in stock A and 60% in stock B?

Reference no: EM132045918

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