Question: Consider two risky stocks. Stock A has an expected return of 11 percent and a standard deviation of 14. Stock Bhas an expected return of

Consider two risky stocks. Stock A has an expected return of 11 percent and a standard deviation of 14. Stock Bhas an expected return of 9 percent and a standard deviation of 17 percent. The correlation coefficient between the two stocks is 0.1. What is the expected return of a portfolio where 40 percent of the capital is invested in stock A and 60 percent is invested in stock B? 12.1 7.3 12.4 8.7 9.8

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