# Question: For the portfolio in Problem 23 if the correlation between

For the portfolio in Problem 23, if the correlation between Johnson & Johnson’s and Walgreen’s stock were to increase,

a. Would the expected return of the portfolio rise or fall?

b. Would the volatility of the portfolio rise orfall?

a. Would the expected return of the portfolio rise or fall?

b. Would the volatility of the portfolio rise orfall?

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