Question: Question 10 Save Answer 10 points Your portfolio allocates equal funds to the DW Co. and Woodpecker, Inc.. DW Co. stock has an annual

Question 10 Save Answer 10 points Your portfolio allocates equal funds to the DW Co. and Woodpecker, Inc.. DW Co. stock has an annual return mean and standard deviation of 12 percent and 30 percent, respectively. Woodpecker, Inc., stock has an annual return mean and standard deviation of 20 percent and 4242 percent, respectively. The return correlation between DW Co. and Woodpecker, Inc., is zero. What is the smallest expected loss for your portfolio in the coming month with a probability of 2.5 percent?

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