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Please show work. It can be done in excel if needed.
Expected Return Standard Deviation Correlation with Stock A Stock A Stock B 20% 25% 0% 10% 15% 5% 0.2 | ТВ
If you need an expected return of 12% and you only have the access to the two stocks above (but no access to TB), what is you
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Cinen, Stooded Expected areluny doñolor Srock A 1090 2011 Stock B 1510 . 2590 r(A,B) 10.2 Desired expected return from the po- J (0.6) (2013+ (0.4)(254+2(0.6) (0.43x0.2x 20x25 =J144+ 100+ 48 z 17.0990 Seatted-with- CamScanner

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