Question: 1. Problem12.2Theratesofreturnontwostocks Aand B haveabivariatenormal distribution with parameters 1 = 0.08, 2= 0.12, 1= 0.05, 2= 0.15, and =0.50. What is the probability that

1. Problem12.2Theratesofreturnontwostocks Aand B haveabivariatenormal distribution with parameters μ1 = 0.08, μ2= 0.12, σ1= 0.05, σ2= 0.15, and ρ =−0.50. What is the probability that the average of the returns on stocks A and B will be larger than 0.11?

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