Question: Year Return for J % Return for K% 2014 37.9 -15.8 2015 28.4 19.8 2016 -0.1 12.8 2017 -50 -20.8 2018 -31.7 58.6 A) If

Year Return for J % Return for K%

2014 37.9 -15.8

2015 28.4 19.8

2016 -0.1 12.8

2017 -50 -20.8

2018 -31.7 58.6

A) If 70% of $150 Million was invested in J on January 1 2014, what annual return would have been expected

B) Compute the annual Portfolio if Coefficient correlation remained at 0.07 over the holding period between J and K

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