Question: which one is the correct answer Use the table for the question(s) below. Consider the following expected returns, volatilities, and correlations: Stock Expected Standard Correlation

 which one is the correct answer Use the table for the

which one is the correct answer

Use the table for the question(s) below. Consider the following expected returns, volatilities, and correlations: Stock Expected Standard Correlation Correlation Correlation Return Deviation with Boeing with Google with Amazon 15% 6% 1.0 -0.5 0.1 Boeing Google 40% 24% -0.5 1.0 0.7 Amazon 30% 14% 0.1 0.7 1.0 The expected return of a portfolio that consists of a long position of $9000 in Amazon, a long position of $2000 in Google, and a short position of $3000 in Boeing is closest to: O 15.6% 19.1% 0 28.3% 33.2% O 38.1%

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