Question: security proportion portfolio expected return standard deviation A 50% 15% 18% B 50% 24% 24% correlation coefficient 0.35 Calculate a) i. Expected return of each

security proportion portfolio expected return standard deviation

A 50% 15% 18%

B 50% 24% 24%

correlation coefficient 0.35

Calculate a) i. Expected return of each portfolio ii. Standard deviation of each portfolio

b. advice management on which portfolio to invest in

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