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

Consider two risky stocks. Stock A has an expected return of 14 percent and a standard deviation of 14. Stock B has an expected return of 13 percent and a standard deviation of 20 percent. The correlation coefficient between the two stocks is -0.1. What is the expected return of a portfolio where 70 percent of the capital is invested in stock A and 30 percent is invested in stock B? a 13.7 b 15.6 c 15.3 d 11.6 e 15.2

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