What are the expected return for portfolio comprised percent

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Question 1: Suppose Asset A has an expected return of 10% and a standard deviation of 20 percent. Asset B has an expected return of 16% and a standard deviation of 40 percent. If the correlation between A and B is 0.6, what are the expected return and standard deviation for a portfolio comprised of 40 percent Asset A?

Reference no: EM132583850

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