What was portfolio return and portfolio standard deviation

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Reference no: EM132000075

A portfolio contains 27% of asset sierra and 73% of asset tango. The average returns for asset sierra and tango were 12.6% and 17.4%, respectively, while their sample standard deviations were 21.4% and 28.5%, respectively. Assume the correlation coefficient between assets sierra and tango is 0.68. What was portfolio return and portfolio standard deviation? Form the 95% confidence interval that corresponds to these portfolio results.

Reference no: EM132000075

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