Question: security proportion portfolio expected return standard deviation A 50% 15% 21% B 50% 30% 27% correlation coefficient is ZERO Calculate a) i. Expected return of

security proportion portfolio expected return standard deviation

A 50% 15% 21%

B 50% 30% 27%

correlation coefficient is ZERO

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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