Question: Assume expected returns and standard deviations as follows: The correlation coefficient, p, is +.15 EG&G Retum (%) Standard deviation (% Covariance (%) 25 30 1

Assume expected returns and standard deviations as follows:
Assume expected returns and standard deviations as follows: The correlation coefficient,

The correlation coefficient, p, is +.15

EG&G Retum (%) Standard deviation (% Covariance (%) 25 30 1 12.5 23 ) 25

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