Question: Time left 0 : 5 6 : 1 6 The expected returns and standard deviations for stocks A and B are r A = 1

Time left 0:56:16
The expected returns and standard deviations for stocks A and B are rA=14% and rB=19%, respectively, and sA=23% and sB=34%, respectively. The correlation of the returns on the two stocks is rAB=0.3. What is the expected return, rp, of a portfolio with weights of wA=0.60 and wB=0.40 in stocks A and B, respectively?
a.17%
b.16%
C.18%
d.19%
Time left 0 : 5 6 : 1 6 The expected returns and

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