What are expected return and standard deviation of return

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Problem 1: Mr. Martin has invested one-third of his fund in stock A and two-thirds of his fund in stock B. Expected returns of stock A and B are 15% and 21% respectively and standard deviation of returns of stock A and B are 18% and 25% respectively, correlation between the returns of A and B is 0.50. What are the expected return and standard deviation of return of Mr. Martin's portfolio?

Reference no: EM132913102

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