Question: Don't use excel. Please show work. Thank you. Prob(scenario) Return of Investment A Return of Investment B -8% 10% -10% 20% 0% 4% 30% 12%

Don't use excel. Please show work. Thank you. Prob(scenario) Return of

Don't use excel. Please show work. Thank you.

Prob(scenario) Return of Investment A Return of Investment B -8% 10% -10% 20% 0% 4% 30% 12% 0% 20% 10% -4% 20% 20% 20% 3a. Compute the correlation between the two investments. 3b. Compute the expected return and standard deviation of this investment strategy for the following sets of portfolio weights: 1) 30% Investment A & 70% Investment B, and 2) 50% Investment A and 50% Investment B

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