Question: 4 . 1 . Maputo Development Bank has a portfolio of two projects worth R 1 0 million. One project has an investment of R
Maputo Development Bank has a portfolio of two projects worth R million. One project has an investment of Rmillion, expected return of and a standard deviation of The other project has an
investment of Rmillion has an expected return of and a standard deviation of It is determined that the covariance between the two projects is Determine the expected return and standard deviation
of the portfolio.
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