# Question: A portfolio is composed of two stocks The proportion of

A portfolio is composed of two stocks. The proportion of each stock, their expected values, and standard deviations are listed next.

For each of the following coefficients of correlation, calculate the expected value and standard deviation of the portfolio:

a. ρ = .5

b. ρ = .2

c. ρ =0

For each of the following coefficients of correlation, calculate the expected value and standard deviation of the portfolio:

a. ρ = .5

b. ρ = .2

c. ρ =0

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