Question: The correlation between A and B is - . 2 6 . The standard deviation of Spice's optimal complete portfolio is 0 . 0 8

The correlation between A and B is -.26. The standard deviation of Spice's optimal complete portfolio is 0.08. Caculate the expected return of the complete portfolio.
Asset Standard deviation Expected return
F 0.02
A .46.16
B .40.11

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