Question: 8) The ISR Equity Fund has an expected return Elr] of 20.070% and a standard deviation a of 20 %. The XYZ Bond Fund has
8) The ISR Equity Fund has an expected return Elr] of 20.070% and a standard deviation a of 20 %. The XYZ Bond Fund has and expected return Elr) of 4.950% and a standard deviation a of 10 %. The correlation coefficient (p) is 0.68. A portfolio comprised of 6% ISR and 94 % XYZ would have % an expected return of 96 and a standard deviation of
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