Question: Average return 8 % 2 0 % Standard deviation 2 5 % 2 2 % Correlation - 0 . 4 Compute the expected return and

Average return 8%20%
Standard deviation 25%22%
Correlation -0.4
Compute the expected return and standard deviation of a portfolio consisting of
a)0% stocks
b)25% stocks
c)50% stocks
d)75% stocks
e)100% stocks

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