What is the expected return for an investment portfolio

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Question - Consider the following investment example where the covariance between stocks and bonds is -156.81.

Investment

Exp. Return (%)

Var of Return

100% Stocks

7.34

90.55

100% Bonds

2.82

38.42

Required - What is the expected return for an investment portfolio of 90% stocks and 10% bonds?

Reference no: EM133107655

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