Question: Hi, I am having trouble solving this problem can you help me? You have $8,000 to invest. You decide to invest $20,000 in Google and

Hi, I am having trouble solving this problem can you help me?

You have $8,000 to invest. You decide to invest $20,000 in Google and short sell $12,000 worth of Yahoo! Google's expected return is 18% with a volatility of 26% and Yahoo!'s expected return is 14% with a volatility of 21 %. The stocks have a correlation of 0.95. What is the expected return and volatility of the portfolio? The expected return is |:%. (Round to one decimal place.)

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