Question: a . Calculate the expected return, standard deviation of return, and coefficient of variation of return for a portfolio containing 7 5 % of investment

a. Calculate the expected return, standard deviation of return, and coefficient of variation of return for a
portfolio containing 75% of investment A and 25% of investment B when the correlation coefficient
between the two investments is equal to -0.7.
b. Calculate the expected return, standard deviation of return, and coefficient of variation of return for a
portfolio containing 50% of investment A and 50% of investment B when the correlation coefficient
between the two investments is equal to -0.7.
c. Calculate the expected return, standard deviation of return, and coefficient of variation of return for a
portfolio containing 25% of investment A and 75% of investment B when the correlation coefficient
between the two investments is equal to -0.7.
d. Compare the expected return and standard deviation of return for the two original investments and three
portfolio alternatives.
 a. Calculate the expected return, standard deviation of return, and coefficient

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