Question: Security Expected return Standard deviation A 15% 22% B 17% 28% Correlation 0.1 Covariance 0.00616 Weight of A 0.6310 Weight of B 0.3690 Calculate Portfolio

Security Expected return Standard deviation
A 15% 22%
B 17% 28%
Correlation 0.1
Covariance 0.00616
Weight of A 0.6310
Weight of B 0.3690
Calculate Portfolio Expected returns?

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